I like the ISO file use, as ctitanic the OP discusses here... except when I am using my Surface Pro 3 to 'replace my desktop'. Sometimes I might want to burn some DVDs or MP3 CDs, watch movies on DVD, or use my SP3 on the road with other companies (geophysics/earth science/geotectonics), which sometimes require me to read disks ad hoc.
Also, lately, I'm flying with Flight Simulator (it is back), which works great with the type cover, and I roll some terrain in from disks sometimes mid-flight. For that, I'm going ISO, which I also can make myself with a DVD drive.
(Hijack alert)
So here is a comparison I did recently of drives for DVD+R,DVD+R DL, DVD-R,DVD-RW,DVD-RAM,DVD-ROM,CD-R,CD-RW,CD-ROM use. They are quite cheap:
Comparison of 3 portable DVD drives using Surface Pro 2