A lot of the bands I listen to have the habit of telling a story through their songs. And since "Choose Your Own Adventure" is not a genre of music, I have to listen to the music in the order in which the artists have placed it. I like it better that way.

After I listen to a CD straight through for awhile, I'll start singling out specific songs to listen to and just create a nice playlist with what I want to hear, or set it to shuffle and let it go from there. But for the majority of the time, I listen to all of the songs in the order in which they are placed.