Many different ways:
If you want no interpolation between two keyframe you can set the interpolation mode to "constant" in the user preferences panel.
You can also do it after the programming: open the graph editor, select all keyframes and press T and choose constant interpolation mode.
Another way is to use the dopesheet (expecially useful if you want some keyframes to "jump" and others to have a linear or bezier ease interpolation): select the first keyframe of the "jump" section and copy it near the last keyframe (one or two frames before).
The video you posted seems to be not completely "jumping": it uses short interpolations but not constant at all. The constant mode is also very useful during the Blocking phase of the animation, for preparing the "animatic" version of the movie.