Our local library is renting out audio books on Playaway. You get a device that's smaller than 2" x 3" x 1/2". It has an entire book on it, and a few small buttons for control. It remembers where you are. Its small display shows you how many chapters you've read. You can adjust volume, and there's an equalizer. You stick it in your pocket, plug in your headphones, and listen.
It's much more convenient and versatile than CDs or tapes, or even a normal audio player. I recently drove a long trip, during which I had to switch CDs on the road. With Playaway, there's nothing to fiddle with, pop out or pop in. It's great. Ask your library to get Playaways.