You mentioned that you want to save money by burning them to DVDs instead of CDs.
If you're meaning that you'll burn several ISOs to one DVD, you won't be able to play the games, since each need to load a table of contents (ToC) at boot time of the PS2. You'll simply end up with a "Please insert a Playstation or Playstation2 format disc" screen, or only one game will boot.

You can, however, burn single ISO files to DVD and play them on a modded/swap disc'd PS2, even though the ISOs originally came from CDs.
If you're going to be burning to DVD, you can't beat <a href="http://www.mrbass.org/dvdrip/">DVD Decrypter</a>. Just click Mode > ISO > Write, specify the ISO file and hit the burn button to burn the image.