iTunes' Join Tracks Feature

iTunes has a "Join CD Tracks" feature which is not intuitive (but in the help file.) I've used it for Dark Side of the Moon and The Wall. Neither of those CDs have real breaks in the tracks. Each song flows one into the other.

If you highlight one or more tracks on a CD prior to importing, an Advanced menu choice is available: Join CD Tracks.

This creates a single large file. You lose the individual track names and numbers after import, but that's a small price for breakless listening.