Go to http://www.xbox-scene.com and check out the tutorials. They are the ultimate source for everything xbox.
If you end up having a Samsung Xbox DVD drive, you will need a DVD-R burner or will have to put up with bitsetting every burn if you use a DVD+R burner.
If you have a Philips Drive, DVD-R is good, but some DVD+R work fine as well.
If you have a Thompson (I feel sorry for you), try DVD+R first, and then DVD-R.
In the end, your best bet is to get a dual format burner and be safe either way (and prepared for whomever wins the "format wars")
I have a Plextor 504A (+) which my Thompson loves. I also have a new NEC 2500A (+/-) which I got for my PS2, but haven't tried yet.
BTW: (shameless plug) if anyone needs an xbox or PS2 modded, just email me and I would be happy to hook you up!