itunes files are DRM protected and in order to burn them with anythign but itunes, the DRM must be removed, which is a hard task to embark on. therefore, until itunes supports video burning, which it should soon because it is releasing movies in the store, you will only be able to watch them in itunes till then as far as i know.
I would not even think about it yet, if ever. Until and if Apple decides to provide some mechanism for doing so - and that's a big IF regardless of what grandiose plans they are claiming at any given point - it is best to wait and see what happens, and let others be the guinea pigs. Even if they do release some burning utility, it will likely: 1. be spyware-ish, to the extent that such software may need to be in order to enforce licensing rules; 2. will almost certainly add DRM of its own, at least for DVDs, which sometimes creates additional problems; and 3. be buggy in the early releases, as is usually the case with any new software product.
-Do you believe you own your computer and shouldn't be told what you can run and do? Then say *NO* to Microsoft Vista!
-Since half the questions here involve media problems, here ya go: Only use Verbatim or Taiyo-Yuden discs (get your TYs from Rima.com, not Supermediastore or meritline). Forget the rest, no matter what "brand" they sell under. Always burn at 4x speed regardless of the speed rating of this discs or your drive. If you have burn problems with these then you have to update your drive's firmware. For double-layer discs, only use Verbatim DVD+R DL and burn them at 2.4x speed.