At home I mainly listen to my music library through headphones using iTunes on my laptop. Sometimes I plug in my iPod (well, actually an old iPhone 4) into a speaker dock and listen to music that way, if I'm moving around and not just sitting at my desk.
In the car, it's either my "iPod" through bluetooth (80% of the time) or satellite radio.
My husband has a ton of vinyl and cassettes and he never really digitized his CD collection, so we still use a CD player, turntable, and tape deck from time to time. I also have been known to use Apple TV to stream music from my laptop, and sometimes we listen to the Direct TV music channels as well.