Applications :: Editing Software For Creating Music Sets

I need a music editing software for creating music sets for my bellydancing sets. I need to be able to cut pieces of songs to create intros and exits. I want to be able to fade the beginning and end of songs. I also want to be able to add a recorded introduction to the beginning of a song. I've tried audacity, but it required another software to put it in the right format for burning to a cd. too many steps. I want a software that can read the songs from itunes and create the set in a format that can be easily burned to a cd.