yeah, it's the synching thing that iTunes does that almost drove me to suicide. it would lose things all the time. then again, last time i used iTunes was in 2005. they may have improved it somewhat, but i'm sure it's still not a lot of fun. i know where all my things are in my music folder, and dragging and dropping them isn't a pain in the ass.
really, nacho, for what you need it for, i.e. listening to music on a commute or on a walk, a small little player will do you just fine. if you're really into a ton of podcasts, then i guess it makes sense to have an iPod automatically download them for you, but i'd bet dollars to donuts that someone has written a little freeware program for windows-based players to do exactly that.