I have learned a lot from these forums and now hopefully I can add something useful for others.
One of the biggest bugbears of putting an audio book on to an Ipod Shuffle is the fact that Itunes takes the play order of the book and puts it in a semi random order. This means a long and boring task of re-assembling the play order so the chapters are in sequence. This is especially frustrating if a book consists of dozens and dozens of small MP3 files.
I have solved this with a freeware program called MP3 MERGER download from here http://mp3-merger.pickmp3-inc.qarchive.org/
The program is dead simple to use. One just drags the MP3 files across and MP3 Merger makes them into one big file. Drag that file on to your Ipod play list and that's it. You can do several files at once, all files or any combination. I just did a book with over 200 MP3 files and made it into 4 files.
Working the other way. Assume you have a book which is too big to get on your Ipod all at once you can slice the book into more manageable segments with another Freeware program called Audiobook Cutter from here http://www.audiobookcutter.com/en/
Now I haven't tried using MP3 MERGER on music files but I am confident that if you are irritated how the Shuffle (bigger Ipods too?) disrupts your play order you can make one big MP3 file of any playlist and keep the play order you want.