Hi, I just got a 15gb iPod and would like to know if some ideas of my playlist ideas could work (on iTunes and/or the iPod)

Is there a way to set certain playlists' shuffle modes? I would usually like shuffle by song, but I feel flow is important to some of my CDs and would like them to play as a whole (I could probably turn them into one long song but then i lose the ability to skip ahead to the next part). I would like to avoid going back into settings evertime I want to change this.
On a similar note, when shuffling by album the next goes to the next track on the CD (as it should), but is there a quick way to tell it to skip this album and start a new one?

I would love to be able to put a playlist within a playlist (nested playlists?). Any way to do this? I'm trying to avoid too many playlists in one menu.

If there's a better way or a workaround for any of these ideas, please pass it on. Thanks in advance.