To write to a dual-layer disc, yes, you'll need a dual-layer DVD-writer. Most wholesale places (ie. not a high-street store) will sell them for £20-25, including the new lightscribe kind (burns the DVD-surface with a label/image/etc).

The discs, however, aren't cheap, and you'll be lucky to find many places that do them for under £1/disc or the equivalent of. Single-layer, however, I picked up a 100-pack the other day for £20 (Datawrite Titaniums - very good brand of disc, in my opinion).