[Yann]

Another related question is how loud the artists record their albums (see the interesting loudness war phenomenon).
examples of loud records : Memory Almost Full, At War with The Mystics, 4:13 Dream, Californication, What's the Story Morning Glory, etc.
It makes a difference regarding how loud you listen. Listening to a "quiet", not compressed record at a high volume makes sense. You hear the details more, you enjoy the dynamic range more. On the contrary, listening to a compressed album at a high volume may increase listening fatigue!

[RoundTheBend]

speaking to dynamic range - I had an album once indicate to me the loudest part of the album, and they suggested then to play that part at the loudest you felt comfortable with, then let the rest of the album play with a consistent volume.

Classical music sometimes has this issue where a listener will turn it up and then down due to this issue, so thought it great they included this tip as part of the album cover.

[indieshins]

Albums that are too compressed also sound a bit too slick and artificial in my experience. I like Greenday's American Idiot, but it starts to feel unnatural after a while. As an example. I think this is because wider dynamic range is more natural and lifelike, if everything is at a similar volume it sounds fake, mechanical almost.
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Top 40 Greatest Music Albums by indieshins