Go with DVD+R, and set the booktype to DVD-ROM (how to do this will vary with your drive, OS, and burning software). I haven't personally encountered any DVD players that won't play DVD+R discs of reasonable quality, but older ones will require the booktype to be DVD-ROM.
I usually get Verbatim media, and I've never had any issues with it - there are other good brands, though; I've seen Taiyo Yuden recommended, but none of my reasonably good DVD media has given me any trouble, so if you stay away from the really cheap ones ("Playo" was one I would not recommend, since I had issues with it) you should be fine.
Sweet! Thanks -- Any recommendation on burning software for Windows where I can set booktype to DVD-ROM? I looked in at all usual suspects but couldn't find it. – Matt – 2010-12-18T23:49:15.867
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I use ImgBurn. http://www.digital-digest.com/articles/set_booktype_with_imgburn_page1.html describes one way; there are also more related settings in the "drive settings" dialog (I don't remember quite where that is, but I think it's in the Tools menu.)
– user55325 – 2010-12-19T00:04:23.090