Underdrive pulley = any pulley that's larger than stock size, which underdrives the component its attached to.
Power pulley = ??? I don't know... AEM calls them power pulleys maybe... or could be referring to the alternator pulley?
Crankshaft pulley = pulley on the crank
The AEM set comes with the AC and alternator pulleys, which in turn underdrive the PS.
the UR set comes with a crank pulley and (I'm not sure what else, if anything)