nick,
i haven't used wavelab yet.....can't wait to get it though! i have been told that it is the easiest software to use. this was told to me by people who have used soundforge and samplitude.
anyway, for wavelab, after you transfer the show to your hard drive the first thing you want to do is go in and resample the set...then lay markers on where you want the tracks, turn the markers into tracks, name the tracks (you don't have to do this, but it makes every disc with the name of each song on it!), then create a cdlayout, save each track individually in a designated folder, then burn!!
the only drawback, if you consider it that, is that it doesn't resample on the fly. i would recommend trying as many software programs out as you can until you find what works best for you...
have fun,
dave