Yes, referring to CD+R and CD-R media. Multi-session recording can be accomplished on either media provided you do not close the session. The handy "BurnX Free 1.5" application will do multi session recording. I mentioned that the process in not very elegant in OS X. Here's why:
The second session will appear as a second mounted CD on your desktop along with the first session. And so on.... In other words, when you mount a CD that has been recorded twice in separate sessions, it will appear on your desktop as two CDs.
CD+RW media is a bit different because the media can be erased and re-recorded. And yes, you're correct in that CD+RW media for audio recording does not work well.
Usually, if I have to do any serious recording to CD or DVD media, I switch to Windows where the process works better and as I mentioned above - elegant.
Regards.