The CDs you buy in the shops have the data physically pressed into the recording surface, whereas CD-Rs and CD-RWs have the data burnt into them by a laser within your drive. The former technology is a more reliable way of storing data.
Additionally, CD-Rs and CD-RWs use different alloy films for their recording surfaces. The type used by CD-Rs is more stable than that used by CD-RWs, so providing a better recording surface (particularly for archival recordings).
Technical stuff here:
http://www.clir.org/PUBS/reports/pub121/sec4.h tml
Chris