My method is to master each song
in its own project, with Ozone (or other limiter) on the master bus, export as 32-bit with no dithering, and then open a separate CD-mastering project and load each song into that.
An instance of Ozone on the mastering project's master bus supplies the wordlength reduction and dithering, the "prevent intersample clipping" option is turned on, and the limiter mode is "brickwall" with a threshold of -0.03 dB. Sometimes I also use Ozone's EQ as a rumble filter, with a steep rolloff around 30 Hz.
A prerequisite for this method working is that each song should be mastered to a common loudness standard. That way, all the songs are going to already be pretty close in volume. A volume envelope in the master project can be used for minor tweaks (identify the quietest song in the collection and adjust everything else to it), generally no more than 1 or 2 dB to match volumes.
I load each song into a single stereo track in the mastering project. That makes it easy to re-sequence them if I want, and to precisely set the gaps and crossfades.
I don't
ever use the standard 2-second gaps that CD-burning software sticks in by default. Instead, I set the gaps by ear in the mastering project. For example, a transition from an up-tempo rocker to a ballad might warrant a longer silence. I like to count beats as I'm listening, so that the next song comes in on the beat of the previous song. I'm also fond of crossfades, which works great when two consecutive songs are in the same key with similar tempos.
This procedure lets me preview a CD album in its entirety, exactly as a listener will hear it. Once I'm happy with the sequence, volume-matching and gaps, I export the whole shebang as one big 16-bit wave file.
At this point, your CD-burning application sees only one file, and will create only one index marker. You have to now go in and manually set index markers on each song. Most CD-burning software will let you do this.
WARNING: if you send this master out for replication, be sure to send along a note that they are NOT to put in gaps between the songs. Tell them it's gapless. I had a thousand disks come back with 100ms gaps between every song after having painstakingly adjusted every crossfade. And it was a live album, so it sounded especially weird. I would have been furious had it not been my own damn fault for failing to give explicit instructions.