I'm pretty sure you can create playlists and add songs via the API. For my purposes, because I wasn't otherwise using the API, I found it easier to just manually copy a list of URLs in/out of playlists on the desktop app.
Vim + grep + tiny python snippet = good enough
Now though, I'm thinking a little script which did a "true shuffle" on a playlist, via the API, that could then be played in playlist order could be just as useful...
Even better, one already exists...