when I listen to iTunes I tend to just shuffle my whole library rather than play specific albums or playlists. but then, every once in a while I hear a song and realize I'm in the mood to hear the rest of that particular album. usually at that point I resort to typing in the name and finding it in the library and all, but I found out a spiffy trick today.
when a song is playing, besides highlighting the track in the list, iTunes also puts a little gray arrow next to it. if you click that arrow, it takes you to iTunes to buy that track or more like it. but if you alt/option-click on that arrow, then iTunes will select the rest of that album to play.