Easy question !
DiscJuggler was one of the first burning tools that handled multi sessions images. It's still the only one with the lastest version of Nero I think. All selfbootable DC games have 2 sessions. Try to copy a selfboot game with CDRWin or an old version of Nero, and see what happens.
Personally, I already burnt thousands CDs using DJ and they all worked perfectly. For me, it's one of the greatest burning tools I've seen. It's much user-friendly than Nero, more complete than CDRWin and less bugged than EZCD Creator...
Well, that's only my opinion.