So the question is - when shipping abroad does the format have to be PAL or is it common in Europe, Australia, etc. that people have multi-format DVD players?

NTSC = North America
PAL =Europe & Australia
Secam = Asia

Here's a complete lists: http://www.koivideos.com/customer_service/video_format.html

As has already been said - computer software players don't care and will cope in any country with either format.

As I understand it, it's a little known fact that most film studio releases are neither NTSC or PAL but 24P despite what they may claim on the box. This the nearest video equivalent of film - film runs at 24 frames per second and each frame is just that - a full frame. 24P is the easiest and best way of transferring film to video. DVD players have been capable of taking 24P and outputing it in whatever is the required local format for quite some time. this is one of the reasons that major film studio DVDs always look so much better than anything else.

PAL is used in much of Europe although I think the French (and anywhere they have or had influence) are still stuck on their own ridiculous SECAM standard.

I live on Aust, most (if not all) DVD players handle both formats.