Get you an ipod. It will be the best money you have ever spent. You can carry it with you to listen to music (and watch videos). I also have an adapter that lets me run it through my home theater, all the songs and videos too if I wanted. Beats a CD changer by a mile. The Pioneer will easily control the ipod.
You won't regret it. Itunes is also a great source for music, one song at a time or an entire albumn. You can get the songs almost instantly and cheaper than at a discount store. (I do not work for Apple. I wish I had stock though.)