Making a playlist of videos in iTunes is about as simple as making a music playlist. You just hit the plus button in the bottom left corner to create a blank playlist and then drag and drop whatever videos you want onto the list.
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If you've got a monster of a video library, or you're just feeling adventurous, you can also use Smart playlists to create more-advanced selections. To make these, head to the file menu and select "New Smart Playlist."

A good example for this is a Smart playlist that collects all your unwatched TV shows. To get them all in one place, make a Smart playlist where the "Video kind" is set to TV Show and the "Play count" is zero.
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To get your video playlists onto your iPod, just connect the iPod to your computer and you should see the device summary page pop up in iTunes. If the "Manually manage music and videos" box is checked, then just drag and drop your playlists to the iPod.
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If you're not working in manual mode, click the music tab and make sure your playlist is checked, as well as the "include music videos" box. Then hit the Sync button in the bottom right corner (not pictured).
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If you're using a video-compatible iPod like an iPod Nano or iPod Classic, you'll find your video playlists in the Video menu under "Video playlists". If your playlist includes both music and video, you'll find an audio-only version of the playlist under the music menu and a video-only version under videos.
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It's a different story on an iPhone or iPod Touch. You can sync video playlists to them, but the content doesn't actually get grouped together. You can fix this by making a video playlist with at least one music track included--in which case your iPhone will think of it as a music playlist and respect it.

Here you can see an example playlist for the iPod Touch composed mostly of video, with the exception of the final item: "She Smiled Sweetly" by the Rolling Stones.
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Another trick is to designate your movies and TV shows as music videos in iTunes. For whatever reason, Apple is fine with you playlisting music videos, but not movies and TV shows--so you have to do a little trickery to make this work.

In iTunes, first make your video playlist using one of the methods I described earlier. Then select all of the files in the playlist, go to the File menu, and select "Get info". Under the options tab, change the "Media kind" to Music Video and hit OK.

One side effect of using this technique is that videos will play in both landscape and portrait orientation, depending on how the device is held. It's neat, actually.
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Here's what a playlist of videos looks like on an iPod Touch or iPhone, once the content has been designated as Music Videos. To locate the playlist, you'll need to look in the music playlist directory--not in the video directory--since we're effectively fooling your iPhone or iPod Touch into believing this is a music playlist.

To see a video version of this tutorial, head over to CNET TV.
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