I listen to a variety of music. I too don't rock CDs, but here are a few album-specific playlists I've got set up in my iPod:
The Rock soundtrack
The Italian Job, The Bourne Supremacy, Paycheck soundtracks (John Powell rocks!...)
Office Space soundtrack
Bond - Die Another Day soundtrack
Kansas - Greatest Hits
Guster - Lost and Gone Forever
Radiohead - Amnesiac
Cake - Fashion Nugget
OAR - Souls Aflame
OAR - Wanderer
Billy Joel - An Innocent Man, Greatest Hits Vols. I-III, River of Dreams, Storm Front, The Bridge, The Nylon Curtain, The Essential Billy Joel vols. I-II (yes, I own all of these CDs, and the rest of his albums in tape or LP
)
Evanescence - Fallen
Linkin Park - Hybrid Theory, Meteora, Reanimation
The Offspring - Conspiracy of One
Ace of Base - The Sign
Safri Duo - Episode II
4 Speed MTX...synchro and shift fork replacement in progress 
) Favorite CD of all time? My favorite album by my favorite band would have to be Black Sabbath's Sabotage, so I'll go with that. While "The Thrill of it All," "Supertzar" and "Am I Going Insane (Radio)" are good but nothing to write home about, the entire first half of the album and "The Writ" are as close to musical perfection as I've ever heard. And yes, that includes "Don't Start (Too Late)."