I pretty much only burn .bin and .cue with CDRWin, since that's the most of what I have (in terms of Sega CD).
I did a console game based .iso+.mp3 burn once, that was actually for Dracula X for the PCE.
Wasn't pleased with the quality of the synching, I think the audio tracks had been binchunked, and at that time I didn't know better to check for 2 seconds of inserted silence at the start of each track.
Anyways, I managed to get a copy of the RIGG .bin/.cue, which I burned and of course, it was great. I admire their interest in correcting a lot of the bad dumps floating about by releasing accurate disc images, especially for such a rare title.
I haven't had need to burn .iso + .mp3 yet, but if I had to, I would go about it with CDRWin, and renaming the audio tracks as to what the cue sheet will be looking for.
If you are having problems with getting cuesheets, I see where a clever fellow is posting them at http://free.prohosting.com/~nefariou/pharaohsplace.html
If he doesn't have one for a particular title, I might be able to make one, I have ~50 original NTSC sega CD/32X titles.