Power CD+G Burner will not copy MediaCloq-protected discs (they were used by some companies two-three years ago, they are not using it anymore). And yes, Power CD+G Burner will copy discs where multisession is used as copy protection measure (it will copy the first session only).
Most CD+G players aslo will see only the first session of a multisession disc.
Most CD-R discs nowadays do work fine. If you happen to find one with silver recording surface -- great. TDKs are very good and I never had problems with them.