There are a couple of applications in the app store which will convert your mp3files to an audiobook file which will be bookmarkable and which will retain chapters etc if you don't choose to join all the parts together. I do that, rather than leave them in iTunes and having to create playlists. The converted book goes into the audiobook section of a) iTunes and b) your device. You don't have to sync via iTunes but in the case of the converted file, it recognises it for what it is (audiobook, not music) and places it in the right place.
I use Audiobook Builder, which is a paid app, but subsequent to that another *very* similar app was released for free. Its called Audiobook Binder. I don't know if its still free, for me it just shows "install" rather than free/price I can't seem to right click to get links in the app store... don't know why, but those are the two I recommend.
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