The problem is that not all DVD players are created equal. Some -- and especially the higher end, more expensive brand names -- are finicky about what they will play and how they will play it. Many of the cheaper ones will play just about anything round and silver that is put into them!
But more seriously, some players don't like certain brands of discs, or even batches within a particular brand. The dye used in the disc's manufacture apparently has something to do with it. So while a DVD you made may play in one machine, it cannot be guaranteed 100% to play in all others...
One way of making things a bit better -- apart from changing your brand of discs -- is to burn your DVDs at a slow speed. I try not to go above 4x, though if the disc itself has a higher rated slowest speed e.g. 6x or 8x, then use that. The idea is that with the slower burn, it gives the burning laser a small amount of extra time to burn the signal more solidly into the disc.
That's also another thing you need to bear in mind. You can't really compare a home made DVD to a commercial one. The latter are pressed from a master disc using very expensive equipment, whereas our home made ones are burnt.