You can do that with (some) CDs, if you wish. Though of the 400-500 CDs I own, only one AFAIK has CD-Text. So you'd probably need to burn your own. And of course, you need a player that supports it - a good proportion of those on sale here in the UK claim to.
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Toby Speight
030103016 (80GB Mk2a, blue)
030102806 (0GB Mk2a, blue)