Most (if not all) digital camcorders will have standard phono outputs (analog) that can connect directly to a VCR/standalone DVD.
To go to DVD (digital) you will need either a standalone DVD recorder with a firewire input, or a pc with a firewire card and DVD recorder. You can get a firewire card from places such as ebuyer for around £30. You will need to be running Windows 98SE or better. Most MACs have a built in firewire card.
I am not sure if firewire outputs directly from the camera, but can see no reason why it wouldn't.