WCDMA is the designation of a multiplex technology describing the way data is radio-transmitted.
WCDMA is used in several mobile communication standards, which are namely FOMA, UMTS-FDD/HSPA and UMTS-TDD.
FOMA is an early 3G-standard, which was only used in Japan and was very similar to UMTS-FDD. After UMTS-FDD was standardized NTTDoCoMo, who were the only operator of a FOMA-network, switched their whole network to UMTS-FDD. So FOMA is dead today.
WCDMA is often used synonymously for UMTS-FDD, but actuallty UMTS-FDD is just one standard using WCDMA. However since UMTS-FDD is the major 3G-standard worldwide, it is often refered to as "UMTS" or "WCDMA".
UMTS-TDD, which is incompatible to UMTS-FDD has been deployed in very few places and isn't marketed as "UMTS" anywhere, afaik.
So all in all when you read "WCDMA" or "UMTS" people mean "UMTS-FDD".
HSDPA is an enhancement of UMTS-FDD providing [B]download[B] bandwidth of up to 14.4 MBit/s instead of only 384 KBit/s.
HSUPA is another enhancement of UMTS-FDD providing [B]upload[B] bandwidth of up to 5.76 MBit/s instead of only 384 KBit/s.
If a device supports HSDPA and HSUPA it is called "HSPA", which is kind of needless, since all HSUPA-devices support HSDPA. So talking about "HSUPA" implies HSDPA-support.
HSPA has been subject to improvements raising download bandwidth to more than 14 MBit/s, which is then called HSPA+. Australian operators even plan to provide 42 MBit/s by the end of 2010.
HSDPA/HSUPA/HSPA is basicly still UMTS-FDD with the ability to reach higher speed by improved modulation. So both are fully compatible. So a HSPA-device will work on a UMTS-only-nework and a UMTS-only-device will work on a HSPA-enabled network, however in both cases speed will be limited to 384 KBit/s.
Besides this question of standard you should bear in mind, that many frequency bands are used for UMTS and only very few devices support more than one frequency band.
Whereas Europe, Oceania and Asia mostly operate UMTS at 900 and 2100 MHz, American UMTS-networks work at 850, 1700 and 1900 MHz. Afaik there is still no device available supporting all these five UMTS-bands, so it's impossible to have a worldwide compatible UMTS-device, whereas that's possible for GSM by buying a quadband-phone.
For a complete list of UMTS-bands see:
UMTS frequency bands - Wikipedia, the free encyclopedia