Depends what you’re doing.
For backing up an existing CD+G, I use CloneCD.
For making a CD+G from files, I use (in this order): MP3+G Toolz (free), Cue2CCD (free), and finally CloneCD again to burn the result (a .CCD file) to disc. You’ll have to Google for the two tools as I got them long ago and can’t recall where.
I burn at 16x, with no problems playing on karaoke equipment.
And your drive does support reading/writing of CD+G discs, I guess? If you’re not sure, post what drive you have here.
Edit: See this thread for further info: http://club.cdfreaks.com/f34/need-help-burning-cd-karaoke-machine-229392/