http://www.gamecopyworld.com/ is your new hero.
Specifically, the section on "protected" CDs. A lot of them have the new SecuRom or Safedisk garbage, and take a bit of finagling to burn correctly. Additionally, Daemon Tools has emulation for certain copy-protection schemes. Check out the stuff on the right panel - copying Protected CDs. I'd link to it, but it's unlinkable due to the dynamic nature of their mirrors.