Boomsmash

Setting the Output options

You only need to do this once, ever for a file, unless you are switching options.

in the properties editor go to the Render Context (first button)
in the Output Panel, set your output filepath by clicking on the folder icon and browsing to a suitable folder (e.g. your Desktop)

h264 settings

Quicktime settings

Select your Format in the Output panel. Suitable formats are H.264, Quicktime (if on a Mac)
If you selected Quicktime, Select the H.264 Video Codec
If you selected H.264, Go to the Encoding Panel, and, under presets, pick H.264, then, under format, select MPEG-4. This is what you'd generally use under linux.
Advanced: Some Linux users may want to reencode in ffmpeg or handbrake, to produce 'nicer' files for other platforms.
Now we want some Frame Stamping: Enable and expand Stamp, and uncheck everything but 'Frame'