It would help to know why exactly you are blowing money on DL discs in the first place: these are "special purpose" and not the greatest choice unless absolutely necessary. Are you using them strictly to get more running time out of your recorder? If so, you're better off with a Magnavox MDR515 DVD/HDD recorder: doesn't do DL media, but does have an internal 500GB HDD which can hold up to 150 hours at SP speed. This provides virtually unlimited day-to-day recording capacity: you can later divide very long programs on the HDD then quickly dub to two SL discs. If you don't do much recording, and just want to snag the occasional very long movie onto a single disc, then as jjeff says the only serious DL recorder options are the Panasonic EA18 and EZ28.
Your Sony model is among the worlds most notorious for trigger-happy paranoid copy protection symptoms, real and imagined. The Magnavox and Panasonic models are more stable, but note they WILL still comply with anti-record signals if DirectTV transmits them (and DirecTV does sometimes transmit them). Your only guarantee of never being stumped by that is to install a filter box like the one referenced in jjeffs reply. In your particular case of wanting to record premium channels off a subscription satellite service, buying the filter would be a better investment than buying another recorder. If your Sony is otherwise working well and burns reliably to the DL media you want to use, get the filter and solve your problems 100%. If you opt for another recorder, odds are you will still need the filter sooner or later anyway- you'd just be stalling the inevitable. Premium channel + satellite decoder = anti-record signals, and all recorders made after 2006-7 are more compliant than older models (which often shrugged off those lockout signals).