There are (at least) four different types of Hauppauge PVR cards and if you want use one of these cards you should read this informations here carefully.
Hauppauge PVR (without number)
This is the oldest PVR card. It has an kfir hardware MPEG2 encoder, but unfortunally there is no linux driver support for this encoder. You can use it with the bttv driver, but this driver does not support hardware encoders and has some problems with sound. NOT RECOMMENDED.
Hauppauge PVR 150/500
This card has an hardware encoder (but no hardware decoder and no tv out) and is *newly* supported by ivtv. As the card has an v4l2 interface like the other cards, it is also supported by analogv plugin. As this card does not have the hardware MPEG decoder and no TV out you can use this card like a Budget DVB card only as DVB input device, for TV out and OSD you need an additional output device. But please note: these card needs the *newest ivtv drivers* you can get, at least 0.3.8
The PVR 500 is the combination of two 150er on one printed circuit board.
Hauppauge PVR 250
This card has an hardware encoder (but no hardware decoder and no tv out) and is well supported by ivtv and analogtv plugin. The encoder safes cpu load and works very well. As this card does not have the hardware MPEG decoder and no TV out you can use this card like a Budget DVB card only as DVB input device, for TV out and OSD you need an additional output device. An general HowTo describing the setup of that cards has Wirbel described in that Posting im VDR-Portal (german only): 
Hauppauge PVR 350
Additionally to the features of the PVR 250 this card has an Radio tuner (up to now not running with ivtv but planned) and an hardware decoder (supported by ivtv), which can be used with the PVR350 Plugin as VDR output device. Therefore you can build with that card a standalone analogue VDR or use this with budget cards i.e. for DVB-T. The setup of an PVR 350 is nearly the same as for the PVR250, except the additional needed PVR350 Plugin. Some older versions of the "little" PVR 250 have the same hardware decoder as the PVR 350, but not the tv out and not the radio tuner..
Hauppauge PVR USB
Supported, driver at sourceforge. Handling nearly like PVR250. More info at the PVRUSB project
Hauppauge PVR USB2
PVR USB2 has like PVR350 an hardware encoder and -decoder and has an radio tuner. But this card has no tv out. Supported by linux driver in early stage, needs linux-2.6.x and the hotplug package. drivers:
Hauppauge Model Synopsis and internal names(all models)
Model 15101 DV Wizard (1394 Firewire) Model 23xxx: AmityDT PVR500-MCE Model 25xxx: Baldwin2 (low profile) PVR150LP-MCE Model 26xxx: Amity2 PVR150-MCE Model 28xxx: Roslyn, OEM only ! (follows Conexant Blackbird reference Design) This card has sometimes been incorrectly called the "PVR-250MCE". It has no official name other than its codename: "Rosyln Model 29xxx: Dering Harbor WinTV PVR USB2 /Retail Model 30xxx: Baldwin1 or "Baldwin Harbor" (PVR 250 MCE LP) Model 32xxx: Amity1 or "Amity Harbor" WinTV PVR 250 /Retail (32059 MultiPAL, 32065 PAL B/G) Model 40xxx: Waterville WinTV USB /USB FM/ MyTV2Go (Mac) Model 42xxx: Deltron WinTV USB2 Model 43xxx: Uranus WinTV PVR USB Model 45xxx: "Solo Jr." WinTV PVR (with Kfir chip) Model 46xxx: WinTV HD (ATSC/NTSC) Model 48xxx: Sag Harbor Model 480xx: PVR 250 ?? (without saa7127, no tv out) Model 481xx: PVR 350 ?? (with saa7127, with tv out) Model 484xx: OEM Freestyle aka PVR 250 MCE( white and red audio r+l rca jacks) Model 64xxx: New Suffolk Impact VCB Model 65xxx: HVR 900 (EM2880) Model 86xxx: "Video Dongle" MVP Model 90xxx: Chelsea Nova-T PCI (after August 2004) Model 90501: (UHF/VHF), Model 90500: (UHF) Nova-T MCE Chelsea DVB-T Model 92xxx: Bremman Nova-S Plus / SE2 Model 93xxx: Nova-T USB2 (Soho) Model 94xxx: Win-TV-HVR-1100 (Oxford) Model 96xxx: WinTV-HVR-1300 (Dover) Model 98xxx: WinTV-HVR-1100 LP (Oxford HH)
These are the plugin for using these cards, you have to choose one: