I don't have an ipod / mp3 player - most of my music listening is either on a CD player (
) or - increasingly - via itunes on my desktop AppleMac through headphones.
In the majority, I listen to an album in its created running order (from track 1 to 10 etc) because I'm a traditionalist at heart, and I firmly believe that most of the artists I listen to put the tracks in a particular order in order to create the best effect and to make the most of each track.
To a much lesser extent - usually while I'm doing somethng else - I put the whole lot on shuffle, either alphabetically, or by an artist.
I don't think I have ever listened to a single album on shuffle.
That's just wrong...
Sometimes, hearing an album track during a random shuffle exercise can bring something else to it, so that makes the practise valid and worthwhile.
Even so, I would still always listen to that album in the 'right' (artist preferred) order
Mx