If you just want to put data files on a DVD, use Nero. It's just like burning a CD. But one file can not be over 2gb (unless you use UDF format).
It's a little more complicated to make DVD videos.
Nero package 2 has utilities to help you with that. If you want to copy encrypted movies,
DVD X Copy is very easy to use, but I don't like it because it has adds a warning message to the front of the movie, and it won't let you make copies of copied DVDs.
I've been working on finding a better method of copying DVDs. When the dual-layer DVD burners come out,
DVD Decrypter will kick ass.