I have a different reaction than my co-blogger Jonathan to the video of Judge Sotomayor. Here's the transcript, as best I can tell:

  All of the Legal Defense Funds out there — they're looking for people with Court of Appeals experience. Because it is — Court of Appeals is where policy is made.
  And I know, and I know, that this is on tape, and I should never say that. Because we don't "make law," I know. [audience laughter] Okay, I know. I know. I'm not promoting it, and I'm not advocating it. I'm . . you know. [audience laughter]

  As I see it, Judge Sotomayor is saying that, descriptively, the court of appeals is "where policy is made." She then realizes that what she has said could be used against her someday — presumably in a Supreme Court confirmation hearing — so she pokes fun at herself and her situation by announcing for the record that she doesn't promote or advocate that, with the audience in on the joke.

  The impression I get is that she believes that court of appeals do make law, and properly so, but that some people out there don't understand this and you don't want to be on the record as expressing that position (even though it's correct). That's my best sense of what she's saying, at least.

  UPDATE: The entire video is available here. Judge Sotomayor 's comment comes at the 43:40 mark. The comment arises when she is explaining the difference between the district court and the court of appeals, and thus the difference in clerking at the two different environments. In the district court, she says, the goal is justice in the individual case. You need to think fast, and make a decision immediately. In contrast, at the court of appeals, the judges are usually — not always, but usually — worried about how the legal precedent will apply to the next case. So you need to be more contemplative at the circuit court level. Thanks to commenter "one of many" for the link.