Well, None would obviously not write any dubugging information. A small memory dump would write the smallest amount of information to help isolate the problem. The Kernal Memory Dump would record only the critical system information, although this is usually going to give you the best idea of what is wrong. The complete memory dump will record EVERY process that failed during the hault....this file is usually so general that is very difficult to isolate the problem. But it is good in the way of telling which dependent system process fail during a system cascading failure.
Usually, to the typical end user, these are giberish....seriously!
If you have an application that fails and you get the "Send report to microsoft message"....this is the file that is created and then sent to a dump location on Microsoft's FTP site. Also, a file is created if a blue-screen occurs.
I would choose small or kernal.
Also, these errors take up space on your paging file. I believe that this is because during the hault....the "drive" is inaccessable, but the system can still access the paging file because the system considers it a part of the system RAM. It doesn't copy it to normal RAM for obvious reasons.
As for booting to DOS, you have to create an MS-DOS startup disk. If you pop in a floppy in your PC and right-click on the A:/ and click Format, Create a MS-DOS boot disk is one of your options.