A few ways to do this. Depending on the situation, all the methods above are perfect. Me personally, I go for simple. For example, I have a few strange methods that I use because I am NEVER happy mastering in one program. Something is always missing from one, some creature comfort or meter missing from another....I so need to team up with someone and create the ultimate mastering program!
Anyway, when I get done mastering songs, the last step is the limiter and sample rate conversion. When I'm in Sonar, I load up all the tracks like Bassjoker and Sven told you, use the fader on each channel to make them all sound the same volume with the one before, then I run a limiter on each song so that the limiter literally treats each song properly instead of one limiter doing everything. This way I can literally mess with individual volumes as well as thresholds and attack/release on each limiter.
When I'm done I can burn to CD right in Sonar or I can export each track individually and I'll be nice and level. I do watch my meters and try to get things as close as possible. However, certain songs will react differently depending on what instruments were recorded. You can get a clean song WAY louder than a song with distorted guitars even if the meters tell me things are the same.
So in THAT case, the meters will not help me if my ears tell me different. I just about never rely on the meters other than to tell me I've clipped something or gone above -0.3 or -1 when they are my targets. I sincerely think people watch this stuff way too closely. That's just me and in no way is that a slight on anyone. I don't have any Grammy's or anything, so maybe I'm not one to listen to.
I like doing things by ear and I don't like to hard limit unless I have to. Keep in mind, these songs are already mastered that I'm working with here in this scenario...so I've already manually leveled the peaks and compressed/eq'd etc. Hope this helps, Robbie! Looking forward to working with you when you are ready. :)
-Danny