At the moment, I have one huge playlist. I can organise albums/songs into a playlist, but then there's no way of organising the playlist, you are always left with one long list of music which makes it harder to find a specific album or a specific song.
Also, having long lists to scroll through isn't exactly great for User Experience. So, what I propose is: folders. So when you create a playlist you can organise your music into separate folders within that playlist.
For example: a 'chilled' playlist can be organsied into different types of 'chilled' music by the use of folders, or you can simply create separate folders for each album in your 'chilled' playlist. Then you know exactly where that song is!
As Carina_ mentioned, playlist folders are implemented within the Spotify client.
If you want the ability to create playlist folders from mobile devices, please see this idea: http://community.spotify.com/t5/Spotify-Ideas/Playlist-folder-organization-in-mobile-apps/idi-p/5151...