I understand - I think that section in After Effects Help is a very comprehensive resource, in terms of explaining the different features and their purposes. But the real world is full of specific cases that are very hard to tackle in a manual. On top of that, this is all a moving target. The best options today are probably different from the best options, next year.
Let's see if we can help here:
1-. DVD: Technically, it's always MPEG-2. A very specific flavor of MPEG-2. But while After Effects will let you export such a file (by picking the MPEG-2 DVD preset in the Output Module), it's also true that most DVD authoring applications (like Adobe Encore DVD) are very user friendly in terms of letting you bring an (ideally, uncompressed) Quicktime or AVI file (which in no way is DVD-compliant) and do the encoding to MPEG-2 for you. So it's up to you: You can encode from AE using the MPEG-2 DVD preset, or you can use a specialized encoding application (like Adobe Media Encoder in standalone mode) or just let the DVD authoring application do the encoding for you. The latter should be really simple and in this case, you can just render a lossless Quicktime or AVI file (there is an Output Module template called "Lossless" that will take care of everything. You can use the default, "Best" template for render settings in most cases).
2-. E-mail: On one hand, you need something that's really lightweight and as good in quality as possible. In the other, you want something universally compatible, that can be played back in all or nearly all computers. The H264 format (the advanced version of MPEG-4) is really good in terms of efficiency, but its' adoption may not be as widespread yet. Flash Video (FLV) is really good in this regard. In this case, you could pick Adobe Flash Video (FLV) as a format in the Output Module, and then choose the "Flash 8 web small" FLV preset for this purpose.
3. YouTube: It's not that easy. The ideal format for YouTube doesn't quite exist, as they insist on re-encoding every file you upload, even if your file is technically identical in every way to their versions. So, what you want here is something that looks good and it's not enormous to upload. This all spells "H264", in my opinion. The details depend on whether your Composition is HD or SD, 4:3 or 16:9, etc. Strange as it may seem, the "iPod Large" preset for the H264 format is a good starting point. You can customize it to raise the bitrate a bit (up from 1.5 Mbps to maybe 2 or 2.5 Mbps).
4. Your web site: Again, you need something that most people already have in their computers. And Flash Video is a great choice, since about 98 per cent of users have the Flash plug-in. But in this case, you can have larger frame sizes and bitrates, so you could use the "Flash 8 large" preset as a starting point. Once the Flash 10 plug-in (which now supports H264 besides FLV) becomes more widespread in the future, you could standardize on H264 as a delivery format, with different settings for each destination type.
Hope this helps.