I'll give it a shot since I use both DirecTV and Netflix...
1/ On-demand. Not positive on how DirecTV marketing department has branded this but generally fairly self-explanatory, this is a service to watch something on an individual showing basis "on demand". Some is free and downloadable to your dvr (rather than watching live), some is "free" if you subscribe to that particular premium channel, some others are watching live at a given time on a pay per view basis.
2/ DirectTV Cinema. Think this is the fairly current movie selection on a pay per view basis (which generally can be done by starting to watch at a given start time or recorded to your dvr for you to decide later when to watch (or even if you want to watch it, you can later delete it without buying it if you choose not to view it after recording).
3/ Pay per View. Speaks for itself again.
4/ DirecTV Cinema w/connection kit. Not sure I've seen that phrase, but might be aimed at non-customers or for their whole home dvr service....check their website
5/ DirecTV ACtive. See number 4
6/ DirecTV Showroom. See number 4.
7/ Check out their whole home hd dvr setups.
Don't know what the initial setup cost is, it's probably on their website, though and there are probably promotions to knock it down to $0 regularly even if there is a charge on the schedule. I inherited a DirecTV setup in the house I rent, just transferred account from previous housemate when he moved out. I've paid up to $150 a month for the full HD/premium package but have cut back. Pay about 85/mo now for HD with two premium channels (TMC and Encore), including one dvr and one receiver with the whole home setup. Think individual pay per views, range from $5-$7 mostly (believe most are viewable for 2 days?). Overall the quality of pic and sound is pretty good, much more reliable than an internet connection and generally better quality except perhaps for VUDU service. Netflix is decent, but doesn't have 5 channel sound for many offerings, decent pic quality but subject to your interrnet connection basis. I had to upgrade my cable internet to a higher level to eliminate some start/stop issues with streaming apps like Netflix. The on demand selection of DirecTV vs Netflix will partly depend on the plan you take out with DirecTV, but I think Netflix will still have the wider selection at any given time except for the latest and greatest, where the PPV of DirectTV exceeds their streaming service by quite a bit, and even exceeds their disc rentals...
Hope that helps.