If you want to do a Disc to Disc backup then Nero should do that OK. There'll be a disc copy function there somewhere.
Exact Audio Copy (EAC) will do a quality copying job as well.
You could of course backup them up to high quality MP3 files with EAC or CDex & probably store the set onto 1 CD.
For your movies then if you're happy to back them up to 4.7gb DVD (single layer) then DVD Shrink would probably be a good option. It does overcome some of the older protections & probably your movies might fall into this category.
All those I've suggested are free.
Use only quality media like Verbatim or Taiyo Yuden. For CDs burn slow at 16x for the best quality.