I have made a "mellow and medium heavy Opeth songs" playlist which I wanted to give to my father to make him see the greatness of Opeth. But I haven't given it to him yet, because the chance he'll dig the heavy stuff (even the medium heavy songs) is pretty low.
I also made one "best of Opeth" playlist, but I haven't listened to it yet.
Other than that I'm not a playlist kinda guy. I like music libraries. In my iTunes and iPod i can choose the music i want to hear by album, by artist, by genre, by search criteria and the like. No need to make extra playlists for bands or albums. However, if you use an mp3 player (hardware or software) which doesn't support such library features i understand that it might help to have such playlists.