I'm not sure if I'm going to confuse this thread or not, but there may be a bit of confusion on the "volume".
On my iPods I of course have volume controls for ear buds or connection to an aux speaker, but in SETTINGS there is also a "volume" setting. This will limit the output volume to any aux device regardless of how high you set your external volume controls, sort of a governor of sorts. This setting I always keep at max and never mess with it again.
As others have said, the external volume controls have no bearing on loudness when directly linked into the iPod hard wiring on the HD.
But I'm not sure how the Settings Volume interacts with the hard wired through the head unit, I've not played with it to see.
So I believe now it's as clear as mud...
I have over 150k songs in my iTunes and I have lots of them that have differences in volume when played. I've tried to "equalize" them in the past, but eventually just live with it. It's not that big of deal while riding, flip with your left thumb and you just up/down to your liking. When I'm Bluetooth streaming to my PC at work or other aux speaker Bluetooth at home, it's a bit more of an inconvenience.
It seems that when I import a CD they seem to be about the same gain wise, but some of the purchased and other MP3 files seem to vary quite a bit. I've also been trying to import the songs at a much higher bit rate or wav type. This does not seem to make any difference in the loudness, but the play back does seem to be more CD quality than the data clipping reduction of MP3 files. I have enough hard drive space so having a wav file album taking up 70mg versus a MP3 of the same album only taking up 6mg or 7mg of space. I still have about 800 CD's to import and have not taken the time to do it as it's such a BORING thing to do.
Sorry to muddy up the thread...
