I have a Xeenon Shuttle II. It is not as good as my Empeg, but it has some features that are kind of cool.
In the xeenon, if I am listening to the entire disk full of tunes, and I find one i like, I can change to the current playlist with 1 button. So If I am listening to \80s'\madonna\like a prayer.mp3, I can hit a button and the playlist changes to \80s'\madonna.
I realize you can have the same file in multiple playlists, but that would be a good feature.

You can do this on the Empeg now. In version 1.1, the feature will be even more improved.

All you have to do is press the "0" button on the remote, and it will un-shuffle the current playlist "around" the tune you're listening to.

So, to use your example, if you're listening to the whole player shuffled, and you press the "0" key while listening to the song "Like a Prayer", then the following song will be "Express yourself", followed by "Love Song", followed by the rest of the album. (Assuming your playlists are in album order, of course).

There is a bug in 1.02 and earlier, though: If you happen to have copied "Like A Prayer" into other playlists, then you can never be sure where it's going to drop you. It'll un-shuffle around "Like a Prayer", you just don't know which of the playlists you'll be dropped into. This bug will be fixed in 1.1, so when you un-shuffle, it'll always drop you into the first of the playlists which contains "Like a Prayer". So all you have to do is make sure your artist/album playlists are ordered first in the Empeg, then it'll work.

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Tony Fabris

Theres also the ability to hit 2, or 3 on the remote a few times to queue up the rest of the album in the current shuffle play. (Can't remember specifically right now). I've done this many times, as a song pops up and I feel in the mood to hear others similar to it. Plus you don't have to quit out of your shuffled playlist entirely this way.