They usually work well.
But they install drivers, so problems are possible. If there are problems, you can disable them.
I use Feurio CD-Writer -> Extras -> System Diagnosis, to disable dangerous drivers.
When I used EasyCD4, I disabled its driver and Nero's driver and everything was fine.
Both programs can burn MP3 files to CD-DA on the fly, but there are better options like Feurio, which will show a warning if the MP3s are corrupted and has a better burning engine than EasyCD and Nero.