1. Ensure that you are burning a 100% valid audio project - 1 session, closed (preferably Disc-At-Once mode, as then there will be no discontinuities).
2. Burn slower - the "sweet spot" for some media is 24x, others continue to improve down to 8x or even 4x.
3. Try other media
4. Give up, some players have such poor compatibility with CD-R, that you'll be hunting through media, speed and (maybe) writer combinations for ages, and you may never find one that works 100%.
Yes, point 4 is absolutely serious, you can find players that just won't do it - a point that can probably be proven when the cheapest current personal CD player plays the same CD-R with no problem at all.
Mind you, CD-R compatibility should NOT be a problem on an MP3 capable player, since that pretty well implies CD-R.