Sure surprises happen. But much less surprises happen with some preparation. I never ask a client if they need a cd player, I ask them to tell me about the music they want and anything important that's going to happen. The cd issue will most likely come up then.
I did a party last year, and during our consultation, when asking them about music, they said they had some very old music they'd like played. They said they could bring cd's and cassettes if needed. I said the best way is for them to get me the songs on a list. Every song they wanted was available on Spotify. If it wasn't, I'd ask them for the cd's before hand so I can ensure it worked and I could have a back up. I told them this was much better than finding out at the event that one of the songs they really wanted couldn't be played. I believe this sends a message that what they want is important to me and just bringing an old cd player to play an old cd is a recipe for disaster.
So no, I don't bring a cd player with me. If after our preparation, someone brought a cd and expected me to be able to play it, that's on them. Odds are the song would be available online somewhere if it was really needed.