The problem with the method Ichiro2k3 describes for burning a music cd, is that while cdrecord has nice features like allowing one to incorporate both data and music tracks onto the same disc, it inserts a nasty two-second pause between audio tracks, which can be extremely annoying when listening to something like a Paul Oakenfold album.
This can be avoided by burning the disc in DAO (disk-at-once) mode, using the aptly named cdrdao command. Though it does support burning data tracks, its primary use, at least in my experience, has been for audio-only cd's, especially 1:1 copies.
I am not going to paste the man page here, since you presumably have access to it if you've installed the program; after all, the appropriate way to invoke any unfamiliar command is to preface it with "man." However, the short version is that when using cdrdao, you must write a TOC (table-of-contents) file, which you then pass to the command as an argument:
heartstab ~ $ cdrdao write "name_of_tocfile"
The syntax of such a file can again be found in the manpage, but since writing them by hand is incredibly tedious, the following shellscript can be used to quickly write one when invoked in the same directory as the .wav files:
echo "Heartstab's Simple TOC file generator v1.0"
echo "Creating TOC file"
echo "CD_DA" > toc
for i in *wav; do echo "TRACK AUDIO" >> toc && echo "FILE \"$i\" 0" >> toc && echo "Added file \"$i\""; done
echo "TOC written as ./toc"
The above, of course, in no way takes advantage of the myriad capabilities of the program, but it will get rid of the gaps between tracks, especially when making 1:1 copies.