How you go about this depends on if the actions are exclusive or not (if you're deleting a record, what's the point of being able to edit it?) and whether the user will want to perform a mix of actions in one submission (delete some records, export some other records). A radio control might be your best bet for a mix of actions that are exclusive.
In the web application I'm working on, there are many instances with 2 or 3 exclusive actions that can be taken on any given element that requires sending more than one piece of information at a time (so a simple set of radios won't work). I've developed a specialized control for this task that employs radio elements to enable/disable fieldset elements related to the selected task.
The controls shown below are for editing an item's association with a region specific publication in 3 ways: print + web, web only, or not at all. If it is being printed, then a size must be designated for the item.
Controls for adding a record:

Controls for editing a record (the "button" label text is adjusted to reflect the action being taken):


Elements that are washed out are disabled (no action being taken for this item). The tasks are color coded to make it easier to tell at a glance what actions are being made before the form is submitted (add = green, edit = orange, remove = red).