Or am I doing something wrong when I export my videos?

Possibly but you could just as well be doing something "wrong" while editing your video liek repositioning it and thus introducing sub-pixel sampling, applying destructive filters and adjustments, mess up color spaces and color values and whatever else you can imagine. Infinitely complex topic and the only way to find the problem is to tippy-toe through all your steps and re-evaluate how you do them and what you may be doing wrong.

Mylenium

What version of Photoshop are you using?  What are the render settings that you're choosing?

A few questions, please:

Are you maintaining the exact same Frame Size, i.e. pixel x pixel dimensions, between your Source Footage, and your Exported Footage?

Are you maintaining the same PAR (Pixel Aspect Ratio), between the Source Footage, and your Exported Footage?

I am not certain of the differences between how PS-Extended handles Video vs how Adobe Premiere Pro (Adobe's NLE, Non Linear Editor, video-editing program, but with PrPro, if you do not change the Frame Size, or the PAR, and then Export an an AVI-Uncompressed (from AVI-Uncompressed Source Footage), there should be zero degradation.

Now, when Exporting, for intermediate use, in say After Effects, or another program, I use one of the Lossless CODEC's, such as Lagarith Lossless, or UT. However, depending on one's delivery scheme, one of those might not be the ideal. Also, I do not know if PS-Extended can use them, as PrPro can. In PrPro, one just chooses MS-AVI, and then for Compression, one of the Lossless CODEC's.

If you are doing enough video editing, you might want to "test drive" Adobe Premiere Pro CS6. It is a great program.

Good luck,

Hunt