I usually save on USB sticks now, but I used to burn a lot of stuff... problem is, after a couple of years most my CDRs did that thing where they flake off around the edges and stop working. Lost a lot of mp3s that way.
My mate has these weird orange ones that are thicker than usual and weather/scratch resistant, more expensive but tough as nails. I don't remember the brand tho, it's meant to be the best.