There are special printers that print directly onto DVD/CDs, but you also have to buy special CDs so it's more expensive. Best to write on them with an indelible pen or buy the stick-on labels mentioned.
If you have CDs and you want to copy some tracks onto the PC and then onto a CD (just to have your favorite tracks in one place) that isn't necessarily illegal. After all you paid for the right to listen to them.
There are russian sites that sell downloadable music tracks for a few pence each that are borderline illegal. The argument goes on in the courts over there, but they claim to be legal and pay the copyright holders so if you download from them in good faith it's hardly your fault.
If you got a torrent client and downloaded music torrents for free through a torrent tracker site to play on the PC or burn to CDs/DVDs that would be illegal and you shouldn't do any such thing.
if you copy tracks from cds you bought, you did NOT pay for the right to distribute amongst your friends/ children's friends. That is illegal, it doesn't matter whether you pay for the original recording, or whether anyone else pays for your copy- the performers don't get their royalties. As the relative of two skint professional musicians, I think that's important.