So in my quest to learn and get better... I have several songs mixed and Individually "mastered" that I've put on Soundcloud as I've finished them. Now I would like to remix and master as a collection. I'm thinking I need to (1) turn off everything on the master bus (eq,comp, limiter) and (2) re-mix the tracks, (3) level all songs as close as I can and then (4) export those mixes in a new project. In the new project I can (5) eq each song as needed and (6) apply compression as needed per song on individual tracks. (7)Try and level everything again. Now (8) insert Linear eq, comp and limiter to master bus and work as a collection. (9) Adjust fades, gaps, overall level, whatever. (10) Export into wav editor insert cd markers, data and burn redbook cd.
Anything wrong with this? On step (1) do you leave eq and comp on so as to avoid issues later that steps 5 and 6 may reveal? You know sometimes compression will make the kick drum or bass to loud (or pump) so you turn down or eq that track to work with the compressor.

You might be making extra work for yourself unnecessarily. It depends how consistent you've been setting levels while mastering in-place. If your songs' average RMS are within a couple db of one another, you may only need to import the wave files into a mastering project and add volume automation for 1-2dB of adjustment. It's a method that works for me, anyway. All I have for effects in the master project is Ozone for dither and to high-pass out any low rumble or DC offset. 
 
 

Leave it to me! I will make the simple difficult.

You're making it more work, as Bit sez.  It helps to have an editor, but if not....
 
I'd bounce/print your masters w/ all effects at the project rate.  Put that "master" into the project but don't send it out an effected out (such as the SONAR mains w/ mastering effects on them).  What you hear is what you get.  You should have a good mix at this point.
 
However you downsample and dither - do that as the next step.  Sonar will do it if you buy the license.  Or pyro will - and it really helps to have a CD burning program w/ level control between songs at a minimum at this point.  If you don't, buy pyro when it is on sale for $20.  Well worth it.  Then you can listen and try song sequences, etc.  Then spacing between songs.  Finally - level between songs.  Most of that should be done in the mixing/mastering phase so the songs are w/in a few dBs of one another.  A volume envelope can deal w/ small values of change (note: it is usually easier to drop the loud songs down a bit than raise softer ones since you can introduce overs doing so).
 
You now should have a CD ready to burn.  If something doesn't sound right you can go back to the mixed masters in your project and "master" those - EQ, volume, limit/compress.  Until you learn ahead of time exactly how types of songs react to effects, it is kind of hit and miss.  Usually softer, ballad songs will needs a lot more push than fuller songs.  Except pushing too hard introduces saturation/distortion that doesn't fit the softer mode. 
 
Mastering is art, not science, and a craft that comes from experience.  But in general if you take your time and have descent equipment and a modicum of talent you can produce good work.  Experience makes it go faster, easier and a smidge better sounding.  That goes for the whole process - from recording to listening to the finished product.
 
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Ditto....
 
Your music should start to have a cohesiveness about it as time goes on. The songs you record should start to sound like they were all recorded in the same studio at around the same time.  This comes from refining your work flow into repeatable patterns, and using the same plugs and settings (pretty much) once they are "working for you".
 
So when you want to "master" a project consisting of several songs..... popping them into one new project.... I would drop each song into a different track..... set up the lightest mastering in the master bus and delicately work on them in that manner.If you have consistency in the tracks, this is all that is needed,,,,, perhaps even unnecessary. 
 
If they are worlds apart sonically, it would be necessary to go back to the original project. Unless you wanted to fix an issue in the mix, it's not necessary to mess with the mix and the levels. Simply remove the mastering plugs, EQ, reverb, compression, etc,,, and do a SAVE AS so you still have your original project should you ever want to get back to it.
 
Make notes on what plugs you use, where you use them, the presets or settings used, and replicate that in each tune in the project. It might end up being a lot of work but that's what would be needed to get them all sounding like that are the same band, in the same studio, at the same time.
 
Here's an example from my own archives:
Listen to the fiddle. In the first example, the mastering plug had the fiddle sounding like it was under a blanket. In the second example, I had the same exact fiddle track, but I deleted the plugs all the way around and started fresh. It was a remake of the song but the fiddle track was brought in to the new project and the mastering of the project was done from scratch. The second example is so much more open sounding..... just an example.
 
example 1 http://soundclick.com/share.cfm?id=7520478
example 2 http://soundclick.com/share.cfm?id=11962059
 
Don't be afraid to start over to get the tracks sounding better and working together as a unit especially if you're putting a collection together.

Yeah, It will be a challenge. I recorded these songs over a two year span with a VS2400, MC6, Sonar 8.5, Sonar X1 and now X2. The whole goal was to learn how to record mix and master in a daw, So that goal is basically done. Now to get these songs sounding halfway good. Hahaha. Some are better than others that's for sure.

Another option is to open the projects, and record new tracks where needed..... lengthy process but sometimes it works better to redo from square one.
 
Some of the older projects I have are not an easy mastering fix.... there are other deep rooted issues that would prevent them from shining like they should. Recording from square one would be the best way to approach them.