Don't know if you're aware, but you can set podcasts to avoid the auto-stopping at the end of each installment. Select the individual file, go to "Get Info => Options" and deselect "Skip while shuffling."

Deselecting this will mean that your audiobooks will sometimes wander into your regular music if you just put your iPod's audio contents on shuffle, but you can get around this by making playlists (and judicious use of the Skip Track feature). I've found turning this feature off to be incredibly helpful for listening to audiobooks and podcasts.