I have been looking for the quintessential Mardi Gras music CD for years. For some reason, this is tough to find. And after much googling, the closest I have come to is Clarence's Top 40 Mardi Gras Songs List. I don't really agree with all of his selections but its better than nothing.
Also, I have planning (in my head) which parades we'll go to. Although parades haven't started yet, you can celebrate with a King Cake. A few years ago, I stopped at Maurice's Bakery to get a King Cake. There were no more standard King Cakes. But they did have a French King Cake. If you have not a had a French King Cake, you should leave right now and go get one. The cake consists of flaky puff pastry layers with a dense center of almond paste.
French King Cake
The standard King Cakes are as good as any other bakery. 
