When I was younger I used to listen to all my music on shuffle but as I became older I grew more album-orientated. To this day I rarely listen to things on shuffle and I will prefer to single out a particular artist and listen to them at length before moving on.
I tend to discover musicians through live music for instance, last year I got into two amazing artists who were support acts and I've been very into them.
The way I see it is, just because I can shuffle my music it doesn't necessarily make it natural. An album is created for a particular reason (especially when it comes to AOM which is what I normally listen to) and so to pick and choose what I like based on a whim is an extraordinary freedom which should not be taken lightly.
