If your DVD player can play AVIs (like all three of mine) the easiest thing to
use is Sound&Video/Video Converter. It can process a batch of files in one go,
if you want.

In my experience, burning AVI data files to a data DVD is quick and painless,
while using Devede to create a bona-fide DVD is quite time-consuming. However,
you can use the result in any DVD player.