I have always heard that shooting in progressive mode is best for compression to web video but what other (in camera) settings are important for ending up with the best looking video after being compressed?
Firstly, progressive is a definite: interlaced is for TVs only and has no bearing on film or online video.
Your ability to hold wide ranges of color (reds, esp.) and dynamic black to white range is also very good: perhaps set your master ped into the negative territory a bit? I use -4.
Detail levels will hold well on the web, though compression can alter that. "Fine" or "Thin" detail settings should be good.