I use Furio software, which is free and ridiculously easy. I also use an MKW converter (that converts shns and MP3s to wav files). I have never had a problem with any of the CDs I;ve burned and I have literally hundreds of (legal) live bootleg CDs that I have burned.
Here is the link for the free software mentioned above as well as some other free software.
When possible, try to buy CD-Rs that are manufactured in Japan.
Here is a message board devoted entirely to geeky CD-R discussion and there is a lot of useful info there as well on burning.
The most dependable brand on the market is probably the Japanese-made Fuji CD-Rs, which are made by a specific factory in Japan that is considered to have the highest quality control of any CD-R manufacturer in the world.