Perfect Forward Secrecy, in the context of TLS, means that the key used to actually decrypt things is not saved anywhere, and thus is immune to ulterior theft.
In plain DH suites, the server certificate contains the DH public key, and the corresponding private key is the one saved in a file somewhere on the server. If someone steals that key (e.g. from an old decommissioned hard disk, or a misplaced backup tape), then he can use it to decrypt past connections which he recorded (by passive eavesdropping on the line) before the theft of the key. The same issue applies to plain RSA cipher suites, which are much more common than plain DH (certificates containing a DH key are quite rare).
With DHE suites, the server certificates contains a RSA or DSA public key. When it starts (or upon every new connection), the server creates a new DH key pair which it keeps in RAM only. The server sends the DH public key as part of the TLS handshake, and it signs that public key with its DSA or RSA key (the one which it stores in a file). Our thieving attacker, once he got a copy of the RSA or DSA key, can forge signatures of his own, but he will not obtain the DH private key, since that one was not stored anywhere. Thus, DHE prevents the key thief from decrypting past sessions -- which is the point of PFS.
PFS is a desirable property (if only for public relations) so use DHE (or its elliptic curve variant ECDHE) when possible. It may use a little more CPU and bandwidth, but it would take hundreds or even thousands of new TLS sessions per second to notice the difference.
SRP is something completely different. It is a key exchange mechanism where there is no certificate at all. Instead, client and server share a common secret value, and mutually authenticate to each other with regards to that secret value. It is very nifty in that it tolerates quite well shared secrets of low entropy also known as "passwords" (contrary to "PSK" cipher suites which are simpler but need a high entropy shared secret). The main downside of SRP is that usual browsers do not support it (yet).