I got tired of hearing the same songs over and over during my train rides, so I wrote an app that plays your songs with no repeats ever until you've heard them all.
http://itunes.apple.com/app/true-shuffle-pro/id355913111?mt=... , if you're interested.
I priced it high on the theory that people with lots of music have already put hundreds or thousands of dollars into their music collections and wouldn't mind spending a little to enjoy all their songs in a useful way. I actually tried a free version at one point and it sold the same number of copies as the $4.99 version, so I ditched it and just have the paid version.
EDIT - Don't want to feel spammy here, and wasn't going to include a link to my app, but for those who do want a "listen to all my songs with no repeats" solution, True Shuffle does the job. Hit me up for a promo code if you need one, eh.