Most newer DVD players will read CDRs - consumers bitched about it loudly! But Bruce is right, the early ones do not, and a few of the new ones too.
If you are curious whether a new one does or does not, check the Crutchfield web site, most every player they sell they list specifically if it plays CDRs or not. And any of the newer DVD drives that advertise themselves as "MP3 compatible" will read CDRs.