My Dad uses the free version of Nero. We have been using that since I ever even heard of a computer so I guess he still likes it.
I use Roxio Creator for mine. It comes free on HP computers but I don't know how else to get it, I haven't really looked anywhere. I made a great Prison Break DVD; HD quality so they look perfect on TV, 3 episodes on one DVD, and you can customize the main DVD menu including adding music to the menu. Only problem is it took me almost 8 hours to burn it because my DVD burner is super slow.
If you upgrade to Vista, it has a DVD creator which is like Windows Movie Maker.