There is a new desktop application from Microsoft for windows phone 8 syncing, don't use Zune anymore. I tried it and it kept locking up on me so I just move files manually through explorer which works fine for photos and video. For my music I used windows media player. Just right click your playlist in media player and select send to sync. This seems to work best or at least it did for me as I could find no option to create a playlist on the phone itself.
Hope this helps