There are some electronic components inside a TV but we watch the news ON the TV.
I say IN the video probably because I can distinguish the frames, timeline, scenes, and parts of it. IN the movie, IN the video, etc. But when we talk about TV or radio the content isn't really INSIDE and distinguishable but they are some media to broadcast them.
For websites also that's the same. We share a photo on Facebook, on twitter, on Google Plus. Unlike a book or newspaper, the data on websites aren't directly-physically, but rather virtually stored (and accessible.)
I myself sometimes make some mistakes on using some propositions but the easiest way is to read and hear them more to get used to them and become fluent. : ))