You have a choice of two types for CD: CDR or CDRW.
CDR will let you create one music CD, and that's it for that CD. CDRW will let you play your music on it, then erase it and start again (you can do this many times).
There are lots of brands, but I've never had a problem with any of them at all, even the dirt cheap unbranded ones.
One thing to note: if you're creating an audio CD (as opposed to an mp3 music CD), then often your CD player in your hifi won't be able to read CDRW discs. CDR tends to be your only chance, and usually will hvae to be finalised with the burning software you use.