My brother, Steve Feinstein, told me about his iTunes playlist that goes through "new" podcasts so that I don't have to keep selecting podcasts. I now use this playlist every day. If you have the one button headphones (or the three-button ones) like I do, you can double-click the button to skip forward and triple-click to skip backward. Not having to go into the music player is great. See attached screen shots (you can tweak it as per your needs). Here's how you do it:
First Open iTunes, then click File/New Smart Playlist. The Smart Playlist settings will appear, update the screen to make it look like the following and hit OK. You can then drag the smart folder to your iPod and it will show up in the playlists. Once installed, bring up the playlist, you should only see "fresh" content which will play in the appropriate order. Good Luck and let me know if it worked for you or if you have improvements.
A short video will be coming soon.