I'll always do some temp mastering when listening to songs in the car - at least my own stuff anyway. I export to Sound Forge and apply Voxengo's Elephant limiter and his EQ. I have a standard preset using both in SF - I adjust the in/out a little and process away. It takes a minute or two and is part of the making CD process for me.
One can put a limiter etc. on the output and mix through it. It will learn you about how mastering effects a mix. I generally don't mix through a limiter etc, keeping the mastering process separate. I do try to mix pretty hot, tho. Different strokes for different folks. There is nothing wrong w/ mixing through a limiter on the master buss (tho it helps to have an SSL).
Listening to a single song on CD you don't have to master to listen to a mix, esp. if you listening for a known problem. But if there are other songs on the CD - you'll be reaching for the vol control. Also, mastering will (usually) change the sounds in a song relationship to one another a little. It doesn't matter how you master your own stuff, as long as you can hear that difference.
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