.iso is the adaptec extension, but most CD programs will burn them no problem. Nero is my favorite. Most legal CD images are distributed this way.
.cue/.bin is the cdrwin extension, use fireburner or cdrwin. This would be the prefered distribution format for illegal software - PC, Playstation, VCD, etc.
.cdi is the discjuggler extension. This is only used for self booting dreamcast bootlegs as far as I know.