You can write multiple times onto a DVD if that's what you want. Some programs automatically close the disc for you, so you should use a program that lets you burn multiple sessions and you should be careful to not close the disc if you want to add more later.
Multisession DVDs are not supported in all older drives, nor are they supported in all older operating systems.
If you're using new DVD drives and Windows XP/2000 you should be fine.
DVD+R/RW is better for writing multi-session discs with a lot of sessions, because they don't waste as much space as DVD-R/RW.
That's a bit too simple, don't you think?
Saying that multi-session DVDs are not compatible with all older drives and operating systems is better than scaring people off multi-session altogether.