I would suggest doing it as CD-R or if you want it DVD player compatible
CD-RW. The way I have done it is grab the DD2.0 track from the DVD-A then
burn it as a CDA to play in my car. Works fine with little loss of
quality.

*BUT* and there is always a but. Some DVD-As have copy protection encoded
on the disc and when you copy it you can have some nasty pops and clicks
also on one track I found a 16KHz sine wave noise through the whole track!
The disc was REM's Automatic for the people. To remove the pops edit the
last 2secs from each of the first 5 tracks.

Noooo I'm trying to do it the other way - make a lossless copy of a number
of CDs onto a single DVD-A....