Yup, I've had experience in this matter. If you want data sent by mail, get it by dvd only. CD's are lame compared to the cost of cd-r's and store so much less data.
Assuming you are getting the data from the us, a good option is usps priority mail small envelope.
http://ircalc.usps.gov/intl_speed.asp?CID=...unds=2&Ounces=0
max weight is 2 pounds(1kg) and its flat rate 5 $. For packages upto 4 pounds, priority mail big envelope(9 $) is good. Just remember, send books, documents(non-critical) and optical media(dvd's, cd-r's) through priority. It is cheap and delivery is max 6-7 days(even faster than global express mail-speed post).
You can get stuff by registered mail but I don't like this option because an ordinary envelope will cost 1-2 $ but adding registered mail status to that will add 7.5 $ to it. And it takes 12 days min to reach from the us. Registered mail is good as long as your envelope weight is below 100gms. After that, your registered mail costs rise exponentially and reach parity with global express mail at 1 pound. And express mail has the advantage that you get a tracking number and 100 $ insurance is provided free.
As for customs duty, don't worry about it at all. dvd's cannot be charged duty as long as you declare that it has data in it.
I've had experience of getting some 30 packages in the past 2 years by all sorts of mail(ordinary, speedpost, priority, registered) and with the customs dept too.
Hope this helps out.