It seems to me that there are two ways that people listen to music.
Some people listen to their music usually on shuffle. They also pick songs they are in the mood for to play, or to add to a new playlist. They will often buy new music as individual tracks. When buying an album, they tend to listen to the singles first.
Other people listen to their music by album. They listen to whole albums at a time and rarely skip tracks. They almost exclusively buy new music as albums, and will listen to the whole album through many times when it is new.
This isn’t a hard and fast duality, and I am sure there are people between these two extremes. I myself am much more like the second type, though I do also have a playlist of all my favourite songs which I listen to on shuffle sometimes. But in general, I listen to music as albums. For me, there are several reasons for this:
1. If I listened to music on shuffle, I would face two problems:
a. Most song transitions would frustrate me (e.g. Linkin Park into Enya, or Tim Hughes into Foo Fighters, or Holst into Anberlin).
b. I would be far too tempted to spend all my time sifting through and picking songs to listen to, which would be a waste of time.
2. The whole of an album is often greater than the sum of its parts. It is only possible to understand what an album is really about by listening to the whole thing.
3. Artists construct albums as albums, not as individual songs. It seems to me slightly insulting to the artists to effectively pick and choose parts of albums to listen to. I can’t explain this point very well, but it does seem a bit rude.
This is not to say that the second way of listening to music is necessarily any better or more valid than the first, but it’s a bit of an explanation of why I listen to music in the way that I do.