Some player software supports [u]ReplayGain[/u]. With ReplayGain, your files are pre-scanned and tagged with a loudness adjustment. The actual audio data in the file isn’t touched. The volume is automatically tweaked during playback. Of course not all player software supports ReplayGain. iTunes has a similar feature called SoundCheck.
There is a [u]ReplayGain plug-in[/u] for Audacity. It’s not really ReplayGain because it does alter the audio files so it works on any player and it doesn’t write ReplayGain tags.
[u]MP3Gain[/u] and [u]WaveGain[/u] (for WAV files) use the same loudness algorithm, but again these do change the actual volume of the file. MP3Gain uses a “trick” to change the volume without decompressing/re-compressing the audio (which would degrade quality).
WaveGain and MP3Gain can batch process all of your files at once.
FYI - “Normalization” generally refers to amplitude normalization which does not correlate well with perceived loudness. So, you should say (or search for) “loudness matching”.
Also, most commercial recordings, including quiet-sounding tracks, are already 0dB normalized (AKA “maximized”). That means some of your quiet tracks can’t be made louder. For that reason, ReplayGain (and related) use a target loudness that tends to make loud tracks quieter and most tracks will end-up being reduced in volume.