I found a link on the HydrogenAudio Forums to an article about the LOUDER IS BETTER principle that (nearly?) all the record labels use these days. Naturally, louder is not better. It makes CDs sound flat, and generally sucky. You'll have a hard time finding a CD that is properly mastered.

If you can really hear what is in fact the total destruction of an artist's music (most people don't pay attention to it at all, they just don't know how it's supposed to sound), you should write to the artist(s). Complain about it. Perhaps they'll realise it too, and complain to the label. If you write to the label, be sure to WRITE IN ALL CAPS, the article explains why.

Anyway, the article is here: Rip Rowan: Over the Limit