How do I copy selected songs, albums or playlists from iTunes to a Nano?

I am going to buy a Nano just for exercising. I have two Classics for other things but I want an iPod to leave in my gym bag. But how do I write selected playlists to the Nano, not the whole iTunes library, just playlists that I create for exercising? I don't think I would need to sync the Nano unless there is a selective sync feature that I don't know about. Any guidance or advice is welcome.

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