Well, recently I bought a dvd drive for my computer which runs Ubuntu (and Windows XP). It is kind of annoying that every time that I inserted a dvd or a cd it automagically ran the movie in Totem,which is not a program that I really like, I prefer SMplayer. Anyway, you can stop the drives from autoplaying by going to:
System -> Preferences -> Removable Drives and Media in the Multimedia tab you can either deselect every option, or you can set them to auto-run with a different player if you prefer.
Additionally, if you have an external drive it will automagically mount and then you get to browse it right away without asking for it to happen. I found this feature to be extremely annoying in Windows, and I still found it annoying here, anyway, you can disable that too. Under the Storage tab and you can uncheck Browse removable media when inserted.