A ROM Burner is a device that programs ROM, EPROM, EEPROM, FLASH chips.
There are several ROM burners that are worth mentioning for the DIY enthusiast. It does not really matter which one you get - most ECUs require a 32K EPROM such as a 27 C256, which also happens to be one of the most common chips supported by ROM burners. AT29 C256 and 27 SF256 are also relatively popular chips to use because they can be re-used easier. See Chips For ECUs for more information.
Batronix Eprommer3.3? is a simple, relatively cheap burner.
Batronix USBProgrammer is a more polished USB programmer.
Epromer5 by http://www.ustr.net is another simple, relatively cheap burner.
The Pocket Programmer2 available from http://www.xtronics.com is packaged with hondata
The Willem programmers are a DIY-style programmer that is a relatively cheap setup.
The Super Pro Z by Xeltek is an entry-level professional(ish) burner.
The Chip Max by EE Tools is an entry-level professional burner.
Craig Moates of GM ECM fame is selling a relatively inexpensive ($75) USB programmer "BURN1".