The GRD33 US is pretty much firewire only, afaik. At least, it doesn't do USB. That may or may not be an issue for you--for us, the features and pricing of the 33, made it not a big deal to spend 30 or so bucks extra for a firewire card for the PC, which came with a cable and some basic digital editing software. My new computer, I ordered it with a firewire card installed. I can't find the one we bought for our other computer, it was from Circuit City, I think it was 30-40 bucks, came with one or two firewire ports, some dv software, and a six foot firewire cable.
I have heard, though I have no direct experience with this, that even USB 2.0 is not nearly as fast to transfer data as the Firewire.
The GRDus33 has firewire output. If your computer doesn't have a firewire card, you will need to buy one. Once you do that, just plug the camera into the ac adapter [so it's not running off the battery--the pack-in is both a power cord and a charger, so that's nice], plug the other end into the firewire cable, then into the computer, and hit 'Capture video' on the computer. It also has RCA [red yellow white] jacks so you can plug it into a TV for instant viewing, or pipe it to a VCR to record.
I know nothing about the Panny, I'm just sharing my own experience with the JVC.