If these shows are named in the format you mention (e.g. 12-15-2012-My-Show) then "alphabetically", the order will be by the number "12" first. So 12, (December) would be listed before the episode of 9-15-2012-My-Show because alphabetically, 1 comes before 9 (and therefore 12 is before 9). This is because those numbers are in a text field, not a dedicated number field. The way around that would be to name the September episodes as 09 (zero-nine) and so on.
As for automatically adding them to a Playlist, you could try experimenting with a Smart Playlist; that may be the answer to the issue of grouping them automatically. (Note my use of experiment, and may).
For example, if the shows are all named with "My-Show" at the end of the title, create a Smart Playlist as follows (click on the image to see it larger):
You'll note that every song in that list ends with "love". If any rogue entries appear in such a list, you will need to work out how to exclude them. For example, you could add a second rule which excludes specific songs. Hence, experimenting.
FYI - Everyone I talk to about ipods and iphones says the same thing "How can you make such a good product and then force people to use a piece of crap like iTunes to manage it?"
Perhaps you should talk to some different people.