So back in 2008, when I first started out modding, I burned my own discs. If you're going this route, know that there are a number of problems: games can run slow (One Piece: Unlimited Cruise: Episode 2 wouldn't even let me play a certain part of it because it lagged so badly), but only on occasion; having so many discs can get messy; burning your own discs takes a lot more time and money.
So the first problem I ran into is that I didn't buy the right DVD-Rs. Keep in mind: the Wii can only run certain DVD-Rs. Make sure you don't burn onto DVD+Rs or DVD-RWs. Now it gets even better: most Wiis can only run CERTAIN BRANDS of DVD-Rs. Your best bet is Verbatim DVD-Rs: should be able to find a pack of 50 at your local Best Buy for about $20. Not too shabby.
Next up is the program you'll want to use after getting said discs. I would recommend using ImgBurn: free, effective, very customizable. When you're burning, you shouldn't burn an .iso file at more than 4x speed: game could skip.
You might wonder where to get .isos for games. I would probably recommended wiiso, but if you're not against torrenting, you can pretty much check any major torrenting site. I prefer .rars personally, so Wiiso is your best bet. Just know that you need to sign up to be able to see links.