For that, its better to burn it as a DVD, because then its universal. Also, you avoid problems with codecs. You see: The most common format for videos is AVI. The problem is that it might require a pack of codecs because of different kinds of packaging. DVDs solve that. The video is stored in a format that is recognizable by any computer and any DVD-player. The problem is finding the right program. Many of the programs dont work as good, or give you a water-mark. I assume you have Windows, so give this a try: http://www.sothinkmedia.com/movie-dvd-maker/index.htm My father has used this often, and it seems to work nicely. All that is added is a little intro to the videos saying that you used this software, but nothing more. The video will play without any problems or watermarks.
FLV depends. I dont remember exactly, but it requires specific codecs to be inside the file. (FLVs tend to vary when it comes to codecs, some have AVC-1)
I dont really know a lot about those softwares. But from my experience, Handbrake does wonders with videos. It can have templates set up for different purposes. F. ex. I have a double set of templates: one for Theora and one for MPEG-4. Theyre both made for converting to my N900 if there are any special videos. (Keep away from H.264, its not good for saving space) (I rarely use it, because usually i just dump the whole file over. N900 is a codec-monster. You can throw anything at it.) The problem with Handbrake is that its pretty much based on formats supported by the MP4-files and MKV files. Its not a problem for Nokia-devices, Nokia is a heavy supporter of MP4. However if you plan to use Handbrake, get a good set of codecs. A typical XP installation doesnt support files converted by it. And the Sothink-program does most probably support MP4 and many others, so dont worry.
As for online videos? Well, what i used back in the Windows-days was RealPlayer in IE. It made a little button above YouTube videos that allows you to download it as FLV, without any significant problems. If you use Firefox, you'll find an extension for that. (Video Downloader or something.)
1: Sothink can burn DVDs from video files, and put them in a menu. Thats all it does. I dont think you'd need to buy Nero or that other program in addition. As long as you stay with the free version, Sothink is the better choice. And do note that you cant compare commercial software to free software. Theyre two kinds of software. Its like comparing 3DS Max and Blender. 2:From the fact that its not free, i wouldnt go for it. In addition, its name is kind of phishy. If you wish, you can go for it. But why not save the money for something else and get free software? After the file is downloaded, you have a "raw" file. It gives a good starting point to convert it. The only option i know that is free is either through Greasemonkey or Opera. They do it directly with user-friendly buttons and also in MP4. However, the files might use AVC-1. 4:MP4 works nicely for videos. And as i said, Handbrake can manage this pretty good without major issues. The preferred codec would be MPEG-4 for video and AAC for audio. 5:Yes. 6:Its quite hard to tell. Back in the days when i had 5700/5800 is used Ovi Music to convert them, and i saved a little bit. The downside is that the quality and frequency get a heavy impact. Some songs were horrible, and your ears would hurt. I blame this on the software, though. If you want the best quality, keep the song as it is. I dont know about any software for this because i have been using Linux for around 5 months now. I have forgotten lots about Windows. There is probably someone else around here who knows of something. 7:N9 isnt released or even in real production. There is no way to rate it yet.