When you buy a windows anytime upgrade all you get is the product code, there is no install media included. With anytime upgrade you just launch the app in windows, type in your code, and it unlocks the features of the version the key is for. You don't even have to insert a windows DVD for it to work all the files are already on the PC. If you were to do a clean install I don't know if the anytime upgrade key would work. What I mean is, you might have to install your current version and then do the anytime upgrade after you log into windows.
When you buy OEM or retail you get the install media. With retail you should get a 32 and a 64 bit DVD, with OEM you'll get one or the other but not both. Full OEM and retail codes are good for a clean install, don't know if they work for anytime upgrade, my guess is yes but I don't know for sure.
As far as price goes i would expect anytime upgrade to be the cheapest followed by OEM then retail.