I've downloaded songs & albums to my iPhone but can't find on my PC or iPods / iTunes on other devices?

Depending upon what country that you are in then you might be able to redownload them on other iOS devices via the Purchased tab in the iTunes store app on them, and on your computer's iTunes via the Purchased link under Quicklinks on the right-hand side of the iTunes store home page. If you aren't in a country where music can be redownloaded then you will need to connect your phone to your computer's iTunes and do File > Devices > Transfer Purchases to copy them over, and you can then sync them to your iPod