Bill - you have captured the critical items the encompass DLP, however, the trick or challenge is addressing all of these with one integrated approach that is positioned at the best possible place to determine whether the action is truly a leak or not. To my knowledge there are very few that to this effectively today.

(Disclosure: I work for BitArmor)
Bill - I think you hit on many of the areas that data might leak through and where DLP can help. However, one point to note is we are still talking about specific ports (USB etc) or apps (email, FTP) and not about the data itself.

DLP gives us an opportunity to be information-centric, since it is focused on the data itself. If we can persistently protect (encrypt) the discovered data, we would not need to worry about the specific ports or applications. Data remains always protected regardless of where it goes.

To get a feel for how powerful DLP can be, take a look at my screencast video where I show how the Code Green appliance works here:
http://webinformant.tv/stopping-data-leaks-with-code-green-networks.html

Ok, I wasn't concerned about stereography, but now I am. Exactly how is this a threat to data security?