For some people, burning AVI's directly to disc is not an option (unless you just want to store them or view them on your computer later).
Try this: google 'DivX DVD player' and browse the results.
There are many DVD players out there that play multiple file formats.
You can get a DivX player from Wal-Mart for under $40.
The downside? The cheaper the player, the faster it will wear out. My buddy at work told me he buys a new player every year.
Have fun!