I have no idea what angel delight is, but ...
In the US, the term "pudding" refers specifically to a milk-based dessert. When made from scratch, it usually consists of milk, cornstarch, sugar, and flavorings, cooked on top of the stove. I think blancmange and panna cotta would be similar, except they are made with gelatin rather than cornstarch, and thus are "stiff" whereas pudding is soft. Custard is also similar, but is made with a lot of eggs so it's stiff as well. Creme patissiere (the stuff inside eclairs) is also made with eggs, but the consistency is more like pudding. (There are also specialty "puddings" made with other things ... rice pudding, tapioca pudding, etc.)
Since most people don't cook from scratch anymore, there are pudding mixes. The original version was also cooked -- you combine milk with the mix and stir over heat until it thickens. Even that became too much work for some people, so now instant puddings are very popular. You simply combine the mix with milk and beat or shake in a jar for 30 seconds, then put in the fridge to set up. Personally, I think instant pudding is a poor substitute for food. There are sugar-free versions of both cooked and instant mixes, but the cooked type isn't as common even though it tastes worlds better. Still not as good as from scratch, though!
Check out http://www.kraftfoods.com/jello/main...family_pudding