If you bought a Shuffle and didn't mind looking through the manual because the buttons are fairly self-evident, you might have missed one of the additional navigational features. Pressing the play/pause button three times, while in continuous play mode, brings you to the start of the playlist. This is useful when you know what songs are at the start of your playlist and want to play from there right away without having to skip around.
Say you have synced your iPod shuffle with some recent podcasts (not yet listened to) and moved these to the start of your playlist in iTunes. You'll get there at the triple-press of a button. Almost as simple as sliced apple with cinnamon.
By the way, Apple announced today that the 100 millionth iPod has been sold.

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