Anniversary edition is just a dvd thats been released again
(usually has a different cover than the original, and there might be bonus stuff on there, like deleted scenes that werent on the regular dvd)
extended is usually added scenes (although not important) that are placed in the movie.
for example, in my dvd the number 23,
it was extended only and the only difference between the regular and the extended was this 2 min scene of a girl having sex with a guy in the woods while jim carrey was spying on them (she was naked).
theres really no list online that will tell you ALL of the dvds that are extended or directors cut but you CAN look up a movie that you want on amazon or barnes and noble or even under 'google shopping' to see if there are other versions.
directors cut:
http://www.google.com/search?hl=en&defl=en&q=define

irectors+Cut&sa=X&ei=iwhJTbSkB4bVgQebhbjnDw&sqi=2&ved=0CBMQkAE