I’m not familiar with those particular applications as I’m a premiere/after-effects/vegas user primarily, but an additional option might be the sony movie studio range of applications (cut down from vegas pro) and adobe premiere elements (similarly). If in the future you want to go further with video production, then these will provide a stepping stone to applications that are at a more advanced professional level.
Like EastCoast, I use Adobe Premiere, Camtasia or Pinnacle (because it comes with my TV card basically) so I can’t really compare with those softwares by personal experience.
For Corel Studio Pro, I found the matrix that compares their latest version with others corel studio, still it may help when comparing with other products
If you compare PowerDirector with Corel Studio, they look more or less the same and the number of effects are probably very similar since both of them say that they have over 100 of them.
Regarding embeding links… I suspect that you will be able to do so since PowerDirector claims that you can create videos specifically for youtube (among others) and Corel says that they support HTML5 (this doesn’t mean exactly that you can do it, but it would be silly if you couldn’t have your own link in your video when it is obvious that the software is design for internet movie creation).
I suspect that there are no many differences between them…not even the price!
I found it too basic too, long time ago. I do remember that I installed a video editing software in my Linux machine and was surprised how easy to use it was… and it was quite complete and had lots of options. It was free… but then I formatted the hard drive to install Windows (which has always to be the primary OS) and I couldn’t remember the name of this software