I do exactly what you do with my audio book files, but I listen to very little music.

I have an ipod nano.

With the ipod nano (once you have the files in mp3 format) they are:
easy to load onto ipod.
you can make playlists for your "books" and for your music. That's what I do.
The functionality is very good for listening to audiobooks. It always resumes automatically when you turn machine back on. If you advance to another playlist, it also can resume but there is a process in the option menu you must go through to set it to do that, its not automatic.
with the click wheel though, if you lose your place, you can get back to it very easily.

the audiobook tracks do appear on your main list but the best thing to do is to just make folders for your music and for your audiobooks to make them seperate.

I have never had any success with keeping audiobook tracks in the proper order except through itunes and playing on an ipod. WMP and other types of soft-ware screw it up and the WMA compatible players don't get the tracks in the right order. Its alot of trouble to re-record music to get it into MP3 format, but I also like my books faster so I just play them at double speed using WMP and record on Audible. Then they are in MP3 no matter whether I get them from Netlibrary, overdrive or whatever.