I never bothered with DL discs because they're twice as expensive; what's the point, if you don't save any money? If you feel like giving it a shot, use a rewritable first so you can use it for something else if it doesn't work.
However dual-layer isn't the same as regular commercial dvd's, it's an entirely different format; basically there are 2 separate tracks. Older dvd players can't play it. I double checked on the ps2 wikipedia page and as I expected, it says newer ps2 models support DL. It didn't say which models, or whether it meant specifically dvd-rdl, or dvd+rdl. It will be a gamble unless you find more specific info, or know your ps2 is pretty new. If it's a slimline you're odds are good I think.
Every time I look at a console wiki page I find something interesting, did you know there are 2 other linux versions for ps2, besides the official (discontinued) sony linux devkit? free bsd and one other. And also the gpu is technically capable of a resolution up to 1280x1024...whoah...I am gonna get a ps2 hard drive, install a 3rd party distro and make my ps2 show me a high resolution.
Anyway if I were you I would use regular dvd-r's or rw's, and if you've got video over 4.3 gb, use dvdshrink or k9copy to shrink it down to size.