Last song transferred takes FOREVER (using Media Monkey)

You might want to check the Media Monkey forums, since that is third-party software and its most knowledgeable users are probably over there. What did you use to rip your files? Are you sure the tags are ID3v2.3 ISO-8859-1 ? Have you tried just sending the files over in MSC mode, drag and drop (not sync). I don’t use playlists, but the Fuze will work with .m3u playlists. Have you tried Winamp?