I might listen to one specific song I'm in the mood for (usually one of the prog epics), but generally I listen to a full album at a time, any of them from 2112 -> Power Windows or Clockwork Angels. Sometimes I get a hankering for Fly By Night (which, ironically, has my favorite song on it: By-Tor!!!) and I still have some work to do to fully appreciate Hold Your Fire -> Snakes & Arrows. I've only just recently gotten into Rush and am taking my time really getting into each album.