Oooh, let me lay some info on you about Car MP3 players.
Ok, the way that the car recognizes songs and albums and things is by different directories (i.e. folders) and therefore to have an album separated apart from another album you need to have the songs in different folders.
iTunes fails to do this. What iTunes does when you burn an MP3 CD is that it lumps everything together in the same directory so when you put the CD in your car you get a CD with 130 songs on it (quite a pain to navigate through).
Therefore I will suggest this: Burn a CD through the Finder by creating a burn folder and dragging certain albums (or songs, or playlists) into separate folders in the burn folder. I really hope that makes sense.
This is what I experienced using a Honda Civic 2006 MP3 player and it is the ONLY one I have used, so I can't vouch for all MP3 player's in cars.
What car are you getting?