Most efficient way to put movies on DVDs?

I wanted to store some movie and data files on my HD to DVDs. If I don’t use any movie compression (like DVD Shrink), what is the best way to use 100% of my DVD-Rs with no leftover space wasted?

I thought of using PKZip and selecting a 4.38GB split archive size, but the problem with PKZip is that if one of the Zip archives gets corrupted then the whole archive can’t be unzipped.

You have the right idea in using a ‘zip’ type program but PKZip is oooooooold and very outdated. Try using WinRAR, it comes with all kinds of features that will help in case of corruption. Probably your best bet. You can also compress the video into HuffYUV lossless for more space gain.