CD Factory
A CD Factory is a custom stage built to gain Stickers and of course CDs. The "Factory" can literally be any custom stage, but most formats require conveyor belts to be a success. A CD Factory allows to collect quickly Stickers and CDs by abusing conveyor belts, and Sandbag's ability to give out rares (stickers and CDs).
How to make a CD/sticker factory
To make a CD or sticker factory, first enter Stage Builder, and ensure that you have the conveyor belt stage piece. Create a small stage and two large sized conveyor belts down starting from the bottom right side, and the second connected to it the the middle right. Build a medium sized block at the bottom left of the map so that the bottom is completely covered. Build a large conveyor belt two spaces above the medium sized block, and reverse its direction. Test out the level, and make sure that all of the conveyor belts lead inward, and don't push you off the stage. Play on this stage, and turn all items off except the Sandbag. Use a character with a strong, spammable A combo like Ike, and proceed to hit the Sandbags as they come to you. Pick up any dropped stickers and CDs, but be quick with CDs, as they disappear quickly.