What is the ideal volume setting?

As every CD seems vary in terms of maximum and minimum loudness, I find that I have to play a good ways into a disc before I find the ideal volume dial setting to get the most out of the music. This is very disconcerting as I usually have to start the disc all over after I find the best setting.  I wonder if anyone else experiences this.
I listen mostly to classical.  I don’t know if the same applies to other types of music.