I think it is very much a "your mileage may vary" type thing. My CD player at home and in my car have no problems with CD-Rs, CD-RWs or CD-Rs with "audio" marked on them.
My first DVD player wouldn't play CD-Rs or CD-RWs but my current DVD player is happy with them.
I believe it is to do with the reflectivity of the substrate of the disk. Memorex ones work well for me and buying one of those spindles of 50 keeps me going for ages.