Depends on what car I'm in. In my car I have a hookup for my ipod so I just listen to that unless I don't have the music I want to listen to on that but do have the CD. In my husband's truck we listen to CDs.
Pretty much the only time I listen to my CD's is when I want to listen to something in the car that isn't already on my MP3 player, or if my player is dead.
I don't have any modern music playing device. I listen to cds in my car and I have a portable cd player that I bust out for plane trips and occasions like that. I still burn mixes and what not for road trips. I don't buy new music on cd's though, I buy it on vinyl if I'm going to pay.
My ancient car only has a tape player - but that's actually a plus since it easily connects to my MP3 player via a non-bitchy adapter. Unlike the testy radio ones for newer cars.