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What permissions do I have to set on directories to which my PHP scripts or CMS applications need to write/upload?
As you don't have shell access you have to set directory and file permissions from within your FTP client program with which you upload your files or use the Webmin Filemanager. Please read also our FAQ entry concerning file permissions.
PHP is executed directly via mod_php inside the Apache web server. The username of the web server is www-data. This user www-data is in the secondary group of the user of your website. It is therefore important that you open the group permissions on directories in which you need to write via PHP (set the permissions on these directories to 775 insteed of 755 which are the default directory permissions). Try to limit these more open permissions exclusively to the directories in which you need to write via PHP or your CMS application.
If you need to delete PHP owned files (with userid www-data) delete them directly via a PHP script. If you need to frequently manipulate these directories and files generated by your CMS, you could install a filemanager module for your web application if available, for instance eXtplorer for Joomla.