1
Keep the quality.
Because DVDs have much higher capacities than writable CDs, you'll be able to back up your videos at better quality settings. Why compromise?
2
Save space.
Video files tend to be hard drive hoggers; by archiving your shows to DVD, you'll free up the space you need to keep recording new stuff.
3
Save money.
Sure, you can buy practically any show on DVD these days. But why shell out the cash when you can build your own collection?