The official answer is DVD Video, Audio CD, Video CD, SVCD (but this list comes from before the time of DVD-R etc).
I can confirm that it won't play CD-R (I've tried it), haven't tried CD-RW. It might play DVD-R/RAM/RW but, as with many players, you may only know for sure by trying it.
I can also tell you that it's region free as standard - no codes/regions or anything - just insert and play. However, it won't play RCE DVDs.
Other than that it's a fine player - picture and sound (very good with CDs IMO) but you should note that it has no SCARTS, internal decoding or co-ax out (it has optical out). It has component video out (which I haven't used) but I get a very good picture using s-video out.