I'm using a Lightscribe device, it's a CD/DVD drive that actually engraves a pattern on the reverse side of your CD. Lovely embossed effect on silvery surface. You have to buy special disks (not very expensive) but of course there are NO ink or paper costs or mess.   

If you buy one, get a combo deal that has good software (not the simplistic 'crippled' kind mine came with) so you can list all your album details and import graphics.

I don't know what kind of volume you are talking about, perhaps lightscribing would be unworkable at that volume, but then again, quality graphics on a disc printer isn't exactly speedy.