I've had a lot of questions how to burn different formats to CD's and DVD's, and some applications are not necessarily better than others, just maybe simpler depending on what format you're about to burn.

There's a shitload of different formats and extensions out there, and it's not easy keeping track of them all. Here a small guide to the different write-modes and the most common formats.

A CD recorder can write to a CD-R using several methods including:

1. Disc At Once - the whole CD-R is written in one session with no gaps and the disc is "closed" meaning no more data can be added and the CD-R effectively becomes a standard read-only CD. With no gaps between the tracks the Disc At Once format is useful for "live" audio recordings.

2. Track At Once - data is written to the CD-R one track at a time but the CD is left "open" for further recording at a later stage. It also allows data and audio to reside on the same CD-R.

3. Packet Writing - used to record data to a CD-R in "packets", allowing extra information to be appended to a disc at a later time, or for information on the disc to be made "invisible". In this way, CD-R can emulate CD-RW; however, each time information on the disc is altered, more data has to be written to the disc. There can be compatibility issues with this format and some CD drives.

List of various formats:
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Image files
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An exact digital replica of a CD/DVD, whereby all of the data is stored in one file to completely preserve the data structure and integrity of the CD/DVD.
Most common formats are .ISO, .BIN/.CUE, .IMG, .MDS/MDF and .CCD.
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Audio files
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There's many different audio formats, and they all differ in size and quality.
Uncompressed audio formats, such as WAV, AIFF and AU.

Lossless compression, such as FLAC, Monkey's Audio (filename extension APE), WavPack (filename extension WV), Shorten, TTA, Apple Lossless and lossless Windows Media Audio (WMA).

Lossy compression, such as MP3, Vorbis, lossy Windows Media Audio (WMA) and AAC.
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Video files
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3GP, ASF, AVI, Bink, DMF, DPX, FLV, Matroska, MP4, Ogg, Ogg Media, QuickTime, RealMedia, Smacker, and VOB.
Video compression (codecs):
MJPEG, MPEG-1, MPEG-2, MPEG-4 ASP, MPEG-4/AVC, DivX/XviD, AVS, Bink, Indeo, RealVideo, Smacker, and WMV.
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What to burn and how to burn it
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Audio files should be burned onto a blank CD-R disc, as an AUDIO-CD. Mp3 and WAV are great formats for this, even FLAC. Burning audio on a DVD disc is not recommended. You can on the other hand burn MP3's as DATA CD on a DVD disc, since all DVD players can read MP3 files.

Due to the many different video formats, there are many ways to burn video files.
DivX/XviD has the extension .divx or .avi, and should be burned as a DATA-CD. Unfortunatly these formats are not supported by many DVD players yet, and are mostly used for playback on a PC.
Another option is converting the AVI to SVCD.

VCD/SVCD is the same as MPEG/MPEG-2, has the extensions .mpg, .mpq or .mpeg and should be burned as Video-CD/Super Video-CD. Ripped SVCD movies are about 800 MB's in size, but can still be recorded onto a 700 MB disc, using the Super Video CD option. This is because the recorder doesn't count data size, it counts the length of the movie (~80 minutes). That's why SVCD movies are always split into 2 parts or more.

Image files can be a mess to burn, unless you're using ImgBurn, which is way simpler than i.e Nero Burning ROM. Unpack the image file with WinRAR, select the image file in ImgBurn, choose destination CD/DVD-Recorder and click the "Burn" button. ImgBurn supports all known imagefile extensions and formats for both CD and DVD, and can also be used as a CD/DVD ripper, as in saving an entire CD/DVD as an image file to your harddrive.

If you can't open/play audio or video files, this is most likely because you don't have any codecs installed. I can't really recommend installing any codec packs like K-Lite Codec Pack or CCCP, but instead you should download the excellent VLC Mediaplayer which has built-in codecs for playback of both audio and video. You can even play imagefiles directly without burning them first.

The ultimate player for audio in my opinion is WinAmp with the Volume Logic plug-in.

I hope this small guide helps you out a little bit in the recording jungle. If not, you're more than welcome to contact me or reply to this post.

Good luck.