I use my iPod, because when I use it, I'm running in general. However, in the car, the iPod is a PITA, between the aux cable being pinched in the center console, the "look down to change songs" thing and fiddling with everything else. I just use Sirius.

That said, there is something to going and finding a CD, and putting it in the player...
Still want to do that mix CD swapping thing