DV - It is still a tape medium and therefore heavier than DVD plus it makes the camera larger. Uses firewire/iLink to connect to a PC
DVD - Disks are 8cm small and compact however they do however happen to be rather expensive as from what I know they dont tend to be very compliant at using different brand disks. Also you require a DVD drive to read them and a writer if you intend to use a PC to erase them. Drop the disk in the drive to connect.
Hard Disk - Fastest transfer of all the formats. However they have limited capacity. Never seen replaceable drives. So it means it is the least versatile format. Usually USB2.0 or firewire/iLink
It depends what you want really as to which is best. Any definition as to what you plan to use them for?