If you want to write the output to a file you can use the stdout-argument of subprocess.call.
It takes None, subprocess.PIPE, a file object or a file descriptor. The first is the default, stdout is inherited from the parent (your script). The second allows you to pipe from one command/process to another. The third and fourth are what you want, to have the output written to a file.
You need to open a file with something like open and pass the object or file descriptor integer to call:
f = open("blah.txt", "w")
subprocess.call(["/home/myuser/run.sh", "/tmp/ad_xml", "/tmp/video_xml"], stdout=f)
I'm guessing any valid file-like object would work, like a socket (gasp :)), but I've never tried.
As marcog mentions in the comments you might want to redirect stderr as well, you can redirect this to the same location as stdout with stderr=subprocess.STDOUT. Any of the above mentioned values works as well, you can redirect to different places.