I have been writing VCD's and DVD-R's for just about 18mths and it can be a nightmare, as has been said it's down to the player and age/cost doesn't seem to have any bearing on whether they will work.
I have a very expensive Panasonic DVD player that will not play VCD's at all and only some DVD-R's and I have a much cheaper Sony DVD player that can play anything.
I know that TESCO do a £49.99 DVD player that will play almost anything, certainly I haven't found anything it can't play yet.
If you need any alternative writing software contact me directly.