Really the CDR's you currently use may work just fine, you'll never know until you try. Can you go to a local store that sells the CDI's with a couple of burned tracks and try them in a demo unit? Demo units are usually used pretty hard so you could be rest assured that if the demo will play your burns, a new one should have no problems.
Also as far as other CDR's. I have heard of good success with Sony and TDK's. But in reality neither of those companies make CDR's. There really is only a couple of companies that actually manufacture CDR's, they make them, throw a brand name on, and then they go to market. So the only issue with that is you may be using Sony's which work great, but then the next batch may not be so great, since they might be manufactured at a different company with different tolerances. Companies like TDK, Sony etc subcontract their CDR's to whoever will give them the lowest contract price.