I have both Nero and CDRWin installed and, for the most part, they coexist rather peacefully. I use Nero for my general burning needs (backing up files, writing to multisession CDs, etc) while I use CDRWin predominately for making ISOs and backups of PSX CDs (CDRWin has more options and seems to be a bit more forgiving of problems with the original CD, not to mention that it can output ISO files, as opposed to Nero's .nrg)
So long as your burner is supported (check the software's homepage, in this case www.ahead.de for Nero and http://www.goldenhawk.com/ for CDRWin), I'd recommend either (or both, if you have the money).
I've found CDRWin to be ever so slightly faster, but I believe this to be the fault of Nero's more advanced caching. Both programs (for me, at least) seem to be about equal so far as actual burning performance goes.
a little warning... you might not want more than 3 burning programs on your computer at the same time. the files start to overlap and weird stuff happens. my computer crashed when i installed Easy CD Creator 4, and having nero, clonecd and cdrwin on there already, it messed everything up.