I've always been a great fan of Russell Stannard's tutorials and loved watching this video from Joe Dale's superb blog.
He talks about screencasting and student feedback.
I really advise you to stop for some minutes and listen to this great talk.
I have been using http://screenr.com to make screencasts for the course I facilitate but I had never thought of using it for student feedback. It saves so much time and it's so rich as the student can both see what you're marking and also hear you.