This game is very DVD friendly as in you can just copy all files into one directory, burn it and it runs!
The only problem ist that you'll need a double layer DVD for this! The game with 8 CDs is simply too large to fit unto one 4.7GB DVD.

Since I didn't want to use a blank 8.5 DVD myself, because they are way more expensive, I just copied every CD except CD 3 on a DVD and burned it. That way I only have to switch the discs very rarely.

Very cool, thanks Wintermute.