My two cents:
DIN are by far the safer connection method. Not only is the o-ring trapped and therefore less likely to extrude (i.e., blow) but the connection between regulator and tank is MUCH more secure with a threaded interface then a compression interface. Think about it - a yoke connection only has two points of contact holding it to the tank. Furthermore, the profile of a DIN connector is smaller than that of a yoke and therefore presents less of a target for banging.
So why doesn't everybody use DIN connections? Short answer is that they take much more patience and care when connecting the reg to the tank, and the time to connect the reg is slower than when using a yoke. You have to make sure you don't cross thread the interface and you have to keep it clean. Small items, sure. But in the dive industry as a whole, where there are ALL types of divers running amok with their gear (or a dive resort/shop's gear) it's sorta easy to understand why the yoke is the more popular of the two, here in the States anyway.
Keep in mind - this only applies to recreational diving. I would never dive in my technical role with yoke valves or have a member in my team with a yoke. And this applies to every tank in the kit.
The 200 BAR vs 300 BAR difference is merely in the number of threads in the interface. Therefore a reg with a 300 BAR rating (more threads) will fit into a tank with a 200 BAR valve, but a 200 BAR reg, though it WILL screw into a 300BAR tank valve it won't seat against the O-ring and will therefore not make a seal and won't work.
1 BAR is roughly 14.5 psi, and therefore roughly 1 atmosphere imperial. So a 200 BAR tank can hold gas at 2900 psi (really 3000 psi), where a 300 BAR can hold gas at 4350 psi. More pressure, more gas for a given volume.
There is nothing about depth directly relating to either valve type (yolk or DIN). But there is indirectly - meaning the deeper you go the more complicated the dive is and chances are you are operating with a virtual overhead (deco commitment) and therefore you have no direct access to the surface. If the odds are lower for a gear malfunction for one form of gear than another - you go with that - no questions asked...
Hope this helps,
John