If you are choosing to live within the Apple ecosystem, you are going to be stuck with all of Apple's restrictions, which is unfortunate in terms of ease-of-use.
You can sync playlists to an iPod, and if you're not paying attention, you can lose everything on the iPod in the process, or if you open the settings for your particular iPod when plugged in, you should find the option to "Sync only checked songs and videos" and "Manually manage music and videos," which hopefully should make the software act a little more intuitively.
You still need to have your music in the iTunes program to manage it through iTunes.