If you're burning from iTunes, set your burning prefs to "audio CD." You can get there under the iTunes menu at the top->preferences->advanced->select burning tab. From there, select the radio button to burn as "audio CD."
In general, I'd burn the CDs as "AIFF". That's what you get when you do it as above in iTunes. BTW, because the files in mp3 CDs are compressed, the AIFF files are much larger files, so you won't get nearly as many songs on the CD. It'll be like a store bought CD--about 15 songs or so, give or take based on the length of the song, file size, etc. The mp3 CDs hold many more songs, but as you see, won't play on all players. HTH.
It's a common misperception that the files on an audio CD are AIFF, because many programs that rip uncompressed audio from CDs create AIFF files. But it isn't true. The AIFF file format was created in 1988; the audio CD format, in 1982.
There are no files on an audio CD at all. An audio CD is just a single stream binary information that represents 16-bit, 44.1KHz stereo data, with a table of contents that indicates how many bytes into the sound stream the start of each song is. There is no disk directory, no file structure, and no list of files on an audio CD; it's just a simple stream of binary information.
When you make a CD that you want to use in an audio CD player, you need to make sure you tell your software to make an audio CD,
an MP3 CD or a computer data CD.