You can use all of them but supposedly DVD- have better compatibility with older dvd players. DVD-RW are rewritable dvds.
However, I don't think it's worth the time to convert your movies into dvd if you plan on regularly downloading movies and watching them on your dvd player. It's easier and faster to just purchase a divx dvd player with usb like this one:
http://www.bestbuy.ca/catalog/prodde...gon=&langid=EN
All you have to do is just transfer the movies to a usb thumb drive and then plug it in the dvd player and play it off the usb drive. No wasted discs with this method.
Nero is pretty good burning software.