There is really no difference between a "Data" DVD and a "Video" DVD, other than the format.
Regular everyday DVD players are only guaranteed to understand the DVD-Video format. This is at the low-level just a data disc (unlike CD, there are only two formats on DVDs... ISO9660 and UDF, at least for all intents and purposes), but it has specific files in specific places, which are known to the DVD player as the essential characteristics of a DVD-Video disc. This includes top-level VIDEO_TS and AUDIO_TS directories, and "video object" files (.VOB files), which are stored in the VIDEO_TS directory. You have to make a DVD-Video directory structure using some kind of DVD authoring program.
Some DVD players and all advanced media players (Sony PS3, X-Box 360) support other things, more computer-like data. But while a DVD-Video disc is well defined (eg, there's a menu or video on the disc that's the starting point), there's no way to specify a default "thing to do" on an unstructured data DVD. So most devices will simply land you in a file brower, and give you options to play any files they support, MP3, AVI, MPEG, JPEG, etc. But this is not any part of the DVD spec, it's just extra stuff the designers put in there. So it's a bit different for every player, and you can't assume which files they can play.
There are a few exceptions... a couple of formats have some extended support on some players. Obviously, game consoles understand their own game formats very well, and can often be set to auto-play those. Some DVD players support the Microsoft WMV/HD format, and can play these... at least if they're not protected (HD-Net used to sell some of these... I have a documentary about Enron on WMV/HD format). Some players are certified DivX players, and may auto-play an appropriate DivX file... if they're DivX 6 players, they can also give you menus and interactive options in a DivX 6 file (assuming they're in there.. go to http://www.divx.com for more information).