you could probably hook up your macbook to the tv and play it that way.
to back up the movies just make a copy of it and put it into an hd or dvd like normal files. itunes also gives you the option to back it up for you (with appropriate hd/dvd/etc.)
You need the Apple composite cables that cost about $50 and I believe there is a dock that will work as well.
To back up your videos, all you can do is either copy them to another drive or use the backup feature in iTunes. When backed up to a DVD, they aren't playable till copied back to the computer.
You can burn the files to DVD as data for backup purposes.
But you can't burn them as DVD Video.
Your 30GB iPod can be hooked up to the TV. Theres a $50 set from Apple. It comes with the adapter, power cable and video cable (all combined into one). You can also get a cheaper video cable that uses the headphone jack.
The 30GB iPod can only play purchased movies.
Your iPhone can use the same dock connector $50 video cable set and it can play both purchased and rented movies on your TV.
You can also hook your MacBook up to your TV, provided you want to deal with all of the cables and adapters and OS X's inability to handle external displays properly...