DVD burning question

I need some help with burning DVDs. I am running out of room of my harddrive with some tv show/movies i downloaded from direct2drive.com and I would like to burn these off my harddrive and onto a DVD. I have never burned anything other then a simple cd from itunes. Can anyone recommend a good DVD burning program and what type of CD's do i look for at the store?

 Use Nero Express to burn DVDs.

I'm using Sony DVD+R , I think DVD+R is better than DVD-R

One of the mods (DirkVDV01) suggested DeepBurner. I tried it and it's great. Easy to use and its free.