Users holding out hopes that Microsoft might have improved the underwhelming disc-burning capabilities of XP are going to be disappointed with Vista.
Vista’s CD/DVD burning support from within Explorer shows some marked improvements over XP’s mostly woeful offering, but fails to offer a complete solution.
It’s not that XP’s native ability to burn files doesn’t work, it’s just that it’s incredibly basic. 
Burning in Vista has been made far easier with the simple addition of a “Burn” button to the taskbar.
Highlight the files you wish to burn, click Burn, and the burning wizard kicks in. Vista supports UDF and ISO burning standards, and the information presented by the wizard and is clear and relevant.
So for the end user, Vista’s native base-level burning support is pretty good.
However, a couple of features present in XP seem to be missing in Vista - to its detriment. XP’s method of adding files/folders to a burn session (ie: right-click, Send To DVD-RW Drive) is a bit clunky, but it has the advantage that you can make multiple selections from different parts of the filesystem. They are shown on the drive view in Explorer as temporary files which you then write to the blank media.
This doesn’t appear to be present in Vista. If you use the same right-click approach in Vista (ie: bypass the Burn button), it launches the burning wizard anyway. There seems to be no facility for marking disparate files or folders to be part of a burn session, and as you can’t make multiple selections from different parts of the filesystem, your only option is to copy the files you wish to burn into one staging location. Or, perform a Search on those particular files and use the Search result to select the session content.
This really does seem to be an oversight on Microsoft’s part - every burning program in existence offers the ability to add session content from multiple locations (even XP does!), so the lack of it in Vista is disappointing.
Overall, Vista’s burning features have improved on what sucked in XP, but removed what was good. One step forward, one step back.