This plugin is possibly the best way to show your facebook videos on your WordPress site. You can embed a single video with the editor button or you can insert a video gallery. Gallery can be created from the new admin menu that the plugin creates. A gallery is a collection of videos that can be created from the uploads of a Facebook Page or a Facebook Profile. Also it can be created from a playlist (can be created under the Video tab of a Facebook Page). Playlist is the best option since it allows you to choose individual videos.

Demo: http://wp1.srizon.com/fb-video-gallery-demo/

Search and install under plugins menu on your wp-admin (or from zip). After activation, 1. Find an extra settings sub-menu called 'Srizon Facebook Video Options' under settings menu and save your app id/secret/token etc 2. Find the extra menu on your admin sidebar called 'Facebook Video Galleries'... click on it. Create a gallery and you'll be given a shortcode. 3. Use that shortcode into a post/page. 4. There's also an Editor Button (if the editor is TinyMCE) which you can use to insert a Single Video or a Video Gallery.