Depends on the DAW. Whether or the DAW allows you to tag the songs, work with audio montage, generally act as some sort of mastering suite. I will burn from Acid but not from Cubase. I suppose everybody works different. I've never tried burning from Cubase. Not even sure that you can. It's not something I looked for when I bought the software.

I have burned from wavelab it works pretty well, I also tried the Masterlink stand alone burner. I have to say I only used it once, but was not happy with the results I got out of the masterlink.