How can I check whether a directory is empty or not? How do I check for any *.mpg files?

In Bash, you can do this safely and easily with the nullglob and dotglob options (which change the behaviour of globbing), and arrays:

    # Bash
    shopt -s nullglob dotglob
    files=(*)
    (( ${#files[*]} )) || echo directory is empty
    shopt -u nullglob dotglob

Or you can pour it into an if statement with a subshell to avoid having to unset (in fact, reset! - the code above assumes the shell options were unset before) the shell options again:

    if (shopt -s nullglob dotglob; f=(*); ((${#f[@]}))); then
        echo "There are files in the current directory."
    fi

Of course, you can use any glob you like instead of *. E.g. *.mpg or /my/music/*.mpg works fine.

As you can see we unset the nullglob after using it, to prevent it affecting other globs in the script in unexpected ways. nullglob also simplifies various other operations:

    # Bash
    shopt -s nullglob
    for i in *.zip; do
        blah blah "$i"  # No need to check $i is a file.
    done
    shopt -u nullglob

Without the nullglob, that would have to be:

    # Bash
    for i in *.zip; do
        [[ -f $i ]] || continue  # If no .zip files, i becomes *.zip
        blah blah "$i"
    done

(You may want to use the latter anyway, if there's a possibility that the glob may match directories in addition to files.)

In fact, you may wish to avoid the direct question altogether. Usually people want to know whether a directory is empty... because they want to do something involving the files therein, etc. Look to the larger question. For example, one of these find-based examples may be an appropriate solution:

   # Bourne
   find "$somedir" -type f -exec echo Found unexpected file {} \;
   find "$somedir" -maxdepth 0 -empty -exec echo {} is empty. \;  # GNU/BSD
   find "$somedir" -type d -empty -exec cp /my/configfile {} \;   # GNU/BSD

If your script needs to run with various shell implementations, you can try using an external program like python, perl, or find as indicated above, or you can try something like:

    # Bourne
    # (Of course, the system must have printf(1).)
    cd foo || exit 1
    if test "`printf '%s %s %s' .* *`" = '. .. *' && test ! -f '*'
    then
        echo "directory is empty"
    fi

Yes, it's extremely ugly, but it should be more portable than anything depending on ls output. Even ls -A solutions can break (HPUX for one, if you are root).