DVD based originals can be backed up onto either DVD-R, DVD-RW, DVD+R or DVD+RW media.
CD based originals can be backed up onto CD-R media.
I would advise you to do a little bit of reading up on DVD based media before you purchase anything. Your PS2, depending on version, may not also be able to read certain types of media.
The best brands are Ritek, Traxdata, Verbatim etc