The Yamaha CDC-735 CD Changer:
http://www.hifi-review.com/153565-yamaha-cdc-735.html
This was the CD player that pretty much said "I am never going to find another CD player to replace this". And it was. This CD player holds 5 CDs and allows you to switch out four CDs while playing a fifth. The sound was amazing and the controls, while not immediately intuitive, did everything I needed. It even supported indexes on CDs (remember those?)