When I got my first car, being a normal young male the first thing I did was put in a 10 disk CD shuttle. Then I listened to music on "super shuffle" which shuffled all songs on all disks.
My next car and my next CD shuttle only could shuffle songs on a per disk basis, and so I listened to each CD in strict order, not moving onto the next CD till I had finished the last.
When I got my iRiver MP3 Player I carried on this tradition of listening to each album in strict rotation. I had started listening to a fair bit of dance, and dance works better on a album by album basis than a full on shuffle.
Now that I have my shiny new green iPod Mini, with it's 100 album or so capacity and it's fancy "on the go" function, I'm back to listening to things on super shuffle quiet often (unless I'm working our (hard house) or listening to dance in which case it's album shuffle).
On my commute I want the world shut out. I don't want to be involved with the public in public transport, and listening to music gives me my own personal soundtrack which is great. Thank the ineffable bob for the invention of portable music and ipods.
At work however, although I sometimes put the headphones on when people in the office start getting annoying but I prefer to listen to the office buzz normally than to block it out. I know many people listen to music in the office, but it doesn't work so much for me.
At home I still listen to CDs on a individual basis more often than not. The quality straight from CD is much better, and I like the tactile existence of actual disks anyway. If I'm not watching TV, I normally have MTV (Dance or MTV2) on, otherwise I'm spinning the CDs.
How do you listen to music? What's your favourite medium? Do you do the shuffle?