There is a difference in quality in different brands of media. Mostly it's an issue of longevity or lifespan of a burnt disc but I also have had some cheap media not play in all my players.
My oldest CDR's are from around 1998, some still work and some don't, but all of my old CDR's made in Japan still work.
I've only been using Taiyo Yuden since I started trading and torrenting because I've never had any problems with their discs, they are rated very highly, and I can get a 100 pack spool for about $24. It's not worth it to me to go with some questionable media to only save a few bucks.
That being said. How you burn and handle the discs are the most important part of the process.
1. Never burn "on the fly"
2. don't do other things on the computer while burning
3. burn at as slow a rate as possible
4. and always use Exact Audio Copy (it's free) when extracting (copying) a disc to your hard drive.
5. take care of your discs, don't let them get too cold or too hot, and keep them out of the sun.
CDFreaks probably has more info on this stuff than anyone needs
http://club.cdfreaks.com/index.php?
There are different utilities that will tell you the manufacturer of your discs. Nero infotool is one (if you are using Nero). Check out CDFreaks.com