There are programs for Windows, and possibly Linux, that supposedly merge multiple MP3s in to one file without re-encoding them. I really haven't ever had a use for such a program before so I can't attest to the validity of that. I just know that my searches for such a program for OS X have turned up only one application -- MP3 Trimmer -- and it isn't quite what I am looking for.
As for ripping to something other than Ogg Vorbis, I don't rip my audio CDs with my Mac. I rip them all with my Debian box because that is where I store my music. I also prefer Ogg Vorbis and FLAC to anything else. I just use my Mac to transfer the files to my iRiver iFP-899 because it has a USB 2.0 port whereas my Debian machine does not. Transfering files over wireless to my audio player is faster than doing it with the machine the files are actually on 🙂
Any way, thanks for all the help. Looks like I have to decide whether or not to keep the player. If I keep it then I suppose I am going to have to write my own tool to do what I need.