If I was to download a movie onto a disc, I know how to burn etc, but not sure about the disks to use?

You need to re-encode them too, it's not just a matter of downloading an AVI file and burning it to a DVD, you'll need encoding software like convertXtoDVD and at least an hour to sit twiddling your thumbs while it converts it back to DVD format Once that's done, you can basically use any DVD blank. Use write once ones though, not rewriteables which are notoriously dodgy in DVD players

Check the compatibly for your writer and your DVD player (if you want to play them on there) DVD-R is the most common type. This is a write once disc. The contents cannot be changed once written.

DVD-R is you only want to burn once, DVD-RW if you want to be able to erase the disk and burn something else to it later. (DVD+R and DVD+RW will also work.) Use a program like DVDFlick http://www.dvdflick.net/ Someone wrote a little tutorial for it at http://lifehacker.com/232322/hack-attack-burn-almost-any-video-file-to-a-playable-dvd