ISO images and Multimedia Files ¿UDF or ISO9660?

ive read a lot that it is recommended burning DVDs on UDF, files and ISO images
I know there UDF (Universal Disk Format) is a more recent file system format and this format is managed by OSTA (Optical Storage Technology Association) and UDF system also enables a more efficient writing process and apparently is more efficient and compatible format compared to ISO 9660.
Do i burn files using the UDF file system always?