I use Super DVD Creator which is pretty cool and the feature it has I like them a lot.
Some Feture of Sper DVD creator are:
1: Support many formats as(Avi, RM, Wmv, Avi, Divx, Xvid, Mpeg, VOB files).
2: It can convert these formats to VOB which supports the home DVD player.
3: No doubt after convert in .VOB you can burn them on DVD.
4: Add DVD Subtitle files to DVD with subtitle.
5: Create DVD chapter menu just one click.
If you are looking for a free software for this then Sothink DVD Creator may be helpful for you.
Sothink has many good features to help you:
1: Create DVD from almost all video formats.
2: Burn DVD movies on all DVD discs, like DVD–5 and DVD–9 etc.
3: Cut unwanted clips, auto create chapters, add external subtitle.