I transfer a copy onto a flash drive right after the interview and give it to the interviewee before they leave. You can get flash drives relatively cheaply these days and I have found more people have computers with USB ports than have CD drives. CD drives are pretty obsolete at this point. If you are ordering in bulk, you can even have a logo put on the drive. If an interviewee is stumped by the technology, they usually just say they will ask a family member to help. I advise that they transfer the interview to a hard drive where they keep other important documents.
Similarly to Suzanne Mulligan we have multiple options that we offer to interviewees in terms of the medium they prefer for their copy of an interview. The default is to send them a CD copy, and often that is split over two CD's since one will only hold about an hour of recording. As has been noted, older interviewees usually prefer a CD that has been burned as a CD file so that they can play it on their CD player--and of course we are aware that this medium will eventually be obsolete.
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This is a difficult one now. 10 years ago we used Gold CDs. I still do. Now I do one if I can fit it, but sometimes need to do a double disc set to give to the interviewee and a copy for my file. So far I haven't needed to use more than two. If they have a computer, you can give them a USB drive, or put it in your Dropbox and provide the link. But not all interviewees will cope with that. I will be interested to hear what others are doing.