My first attempts at making MP3 audio CDs began roughly three months ago, around December of 2002. Like anything that a person is new to, I made a lot of mistakes in the beginning, as I was learning through trial and error of the particular quirks of this particular media type, but if any of you reading this are thinking of doing the same thing, maybe you can learn from my mistakes before making the same ones yourself.
1) Unlike regular audio CDs where you can move songs around in the playlist as you please with whatever CD burning program you're using (I use Nero myself), when you make an MP3 disk, they will AUTOMATICALLY play in alphabetical order of the filenames. If it's necessary that the songs be in a particular order, I'd recommend putting numbers in front of the filenames. The first song would be 001 Artist - Title (or Title - Artist, if you'd prefer) the 10th would be 010 and the filename, the 100th song would be 100 and so on. Usually I end up copy/pasting the MP3s I'll be using into a temporary folder, so that I won't have to go back and rename the orginals all over again when I'm done.
2) Keep the filenames fairly brief, or else they might not burn onto the CD properly. At least on the CD boombox I was using that's supposed to be MP3-compatible, I'd often get a message that said "Not MP3" even though I knew it was an MP3 on certain songs. I noticed that a lot of the songs that caused this had long titles aggravated with their being sung by a duet, and figured it was because the filename was too long. I'm not sure what the actual maximum number of characters that you can safely use might be.
3) To be on the safe side and maximize the chances that your MP3 CD will play on ALL devices that claim to be MP3 compatible, make sure the bitrate of your file is at least 128 kbps. With the first few disks I made, my living room DVD player would skip over 80% of the songs I had burned to the CD, and I tried to figure out what the skipped songs had in common. The common factor seemed to be that they had come off of songs from my OWN CD collection, whereas the ones that were successfully playing came from MP3s I had downloaded off the Internet. I remembered that the only CD song to MP3 conversion program I had was an older version of MusicMatch Jukebox that would only convert up to 96 kbps, and those were the songs that my DVD player wouldn't play. I had to redo most of the songs I'd gotten off my CDs and scrap the old versions, using the most recent version of MusicMatch Jukebox.