I too was not able to play certain CD-R's in my Krell 300cd.
I am however, able to play CD-R's in my Sony 9000es
Among other things, I burn CD's for a Software Company and through that experience I've learned that the color of the optical ink used to manufacture CD-R's plays heavily on the players (redbook OR ROM) ability to read them. I've had the worst luck with "blue" disks. I built a batch for Compaq Computers only to find that the CD-ROMS supplied with Pressario computers cannot read from blue ink.
Trial and error is the best method to discover what works for you and what does not. Just because a CD player claims it can read CD-R or CD-RW does not mean it can play EVERY TYPE. And likewise if a player claims that is cannot play CD-R, odds are there is a color of optical ink out there or a CD-R disk which it WILL read.
When mastering CD-R's, I always try to use the best media available and that which most closely resembles the aluminum "color" of standard redbook CD's.
The best CD-R's you can buy are manufactured by Taiyo Yuden. TY is THE original patent holder of CD-R Recordable Media Disc Technology & builds for many "big name" manufacturers (Sony, JVC, Philips, DIC, DOT, 3M, BASF, etc) so if you buy one of those companies CD-R's odds are you are getting a TY disk... and the quality of the disk is second to none.
If you burn alot of disks and can buy in quantity, the TY's are more expensive than others at about .74 cents per disk in quantities of 600 to 1000 but if longevity of the media you record and read-ability is important, it's a worth while investment.