Is this new to you?

Hello. ive looked up a lot of media players and when searching for ones that play certain formats some say they play vob,iso,divx,xvid,ifo,etc. some have all or some so if they have all should i be ok to play most files on them , i can play files backed up with dvd shrink onvlc player but to put them on the dvd i have to make an iso image fiole with img burn then write to disc is this the normal way of doing things ??and which option do i use to write a iso file to a disc ,,write image file to disc or write file/.folders to disc ??