When a product starts to be sold, you say that it "came out". Use this to talk about electronics, books, movies, and so on.

I remember when the Playstation first came out, it was the most awesome video game system I had ever seen.

The Lost Season 6 DVD is coming out in a couple weeks.

After something "comes out", you can then say that it is out:

Is the new Will Ferrell movie out yet?

It's been out for a few weeks.