As for DVD-MP3 discs, you will need to consult the manufacturer for compatibility. Most have a PDF manual available for download but the online list of specs should mention it too.
As for recording PPV, that's something I've never done. Given the cost of a rental, there's doesn't seem to be much reason to use PPV at all, unless it's a special event. I have read that many newer recorders do have this limitation, so I would do some research, maybe at http://www.videohelp.com/ or one of the other video forums. It may well be just a limitation of the DVR/DVD combo units.
As for playing PAL discs, that's usually not an issue with current recorders/players, but again you should do the research on any given model. You're more likely to get hosed by region encoding than PAL.
I've been pretty happy with my Panasonic recorder, but if I were buying today I'd go with a unit that's high-rated for image quality, maybe Pioneer. All the rest of the bells and whistles are not that important to me.