The reason why we collect all of these songs is to listen to them, whether at home, at work, or on the go. The first step is getting your music to your ears, in the easiest way possible.
There are dozens of programs you can get that will play MP3s on your computer, which is by far the most common digital music format you will find, from the simple Windows Media Player to the more advanced Winamp, which for a while was the top MP3 application out there. As an alternative, most MP3 players will come with custom software to load the MP3s onto your portable MP3 player - this software installs on your computer and, as a secondary feature, will also play your songs and cds even when your MP3 player isn't attached, which includes Sony's Jukebox software and the iPod's iTunes. The advantage is that in most cases, this software is free, and since most have the same general features, supporting common file formats, creating and playing playlists of songs, playing CDs, it really comes down to personal preference.
On that note, portable MP3 players have developed markedly over the past 5 years, from early models that were the size of large markers and held 64 to 128 megs, to newer models that are slightly thicker than a credit card and hold gigs of songs. Since prices can range from $50 to a few hundred dollars, you should consider the number of songs you currently have, and use that as your baseline. If you have reams and reams of CDs and songs stored already, you may not feel comfortable leaving the house without a 60 gig hard drive based digital music player that can bring along a large chunk of your collection - if, on the other hand, you only have a small collection of a few dozen songs at most, all your favourites, you can get away with a smaller capacity player that leaves more dollars in your wallet. Besides, you can always hook your player up to your computer and change around a few songs when your mood changes.
Sometimes larger collections will push the limits of your 20 gig hard drive and your system will complain that 'Windows is running out of space' because you've copied over the complete works of Led Zeppelin. Not only can you make direct copies of audio CDs, but you can burn large numbers of songs onto a single CD, somewhere around 150 songs per regular 700 meg CD-R CD - this CD can then be popped into your compatible car stereo, friend's home theatre, or even tucked away in the event your computer crashes. DVD burners can take this to even more ridiculous levels, by storing 4.7 gig or near to 1000 songs per DVD and easily storing many people's entire audio collections on one disc. Unfortunately, while most new stereos (car and home) will play MP3 format songs, DVD acceptance isn't as wide, so check before buying - this is really an option just for storing large numbers of songs.
The hardest part is managing songs, as larger collections can quickly run into the thousands of songs and gig after gig of music. Playlists are the answer, as they allow you to create subgroups of songs, picking your favourite songs for driving in a car, or your favourite songs to listen to while reading a book. This is a very useful function if you sit down to listen to music and spend more time skipping songs than enjoying them, so use it whenever you can.