You need to use Upload Studio to share to XBL *and* SkyDrive.
Once your clips are on SkyDrive, you can share them from there (I use the SkyDrive iOS app to create public view-only links and then use
Bitly to turn those into nice shareable shortlinks) or download them as MP4 files and put them somewhere else. You can download from SkyDrive via the desktop browser, or via the SkyDrive desktop or mobile apps.
I've got 10 clips so far that I have shared to XBL & SkyDrive (I had a few more but deleted them as I used some to make 5-clip compilations instead).
I've also started putting them on YouTube too:
YouTube - TezcatlipocaXBL
(I used the SkyDrive app to download the clips to my iPad and export them to the YouTube Capture app)