dvd newbie quick basic question

what is the best program to burn and watch dvd's on. im talking about if i want the basics to accomplish what all do i need. what is most common type of file extention that works on most dvd players. bc when i burn a disc it will only work on one of my dvd players and not the rest. should i burn in divx mode, avi, or what??? what is the best and easiest way to burn a dvd to watch on my dvd player??? i have yet to accomplish this there always seems to be one glitch to stop me from a flawless at home pirated movie experience lol....