I really want an ipod but have not decided on the Shuffle or the Nano.
Those two are very different types of MP3 players.
If you want a fully-featured iPod with a screen then get the Nano. With a Nano (or any of the "full" iPods) you'll be able to see what song is playing, pick a particular song to play, and load other little utilities like games.
If all you want is to listen to music and you don't need bells and whistles then get a Shuffle. The Shuffle is cheaper and a lot more portable, but has no screen, which means as far as playing songs you have two options, next song and previous song (which can either go in order or can "shuffle" to a random song). If you want to play something in particular you have to just keep hitting next until you get there.
I have a Shuffle, and it does what I need it to do. I clip it to my collar in the morning when I head out to work, and I have the headphone cord coiled up so that the only loose cord is what's required to get from the iPod to one ear (I only listen with one ear at a time - I usually just listen to audiobooks so I don't mind the loss of stereo), so I don't have to deal with tons of extra cord. If the Shuffle isn't quite clipped on well enough and it falls off it'll actually hang from my earbud because it's so light. It won't stay hanging that way for long, but long enough for me to grab it before it hits pavement. If I had a Nano it would probably not be as convenient for me to clip it to my collar because it's so much larger (it certainly wouldn't be able to swing from my ear if it fell off), though sometimes I wish mine had a screen. If I lose my audiobook bookmark I have to either hold down the fast-forward button for a long time (sometimes hours) to get back to my place or I have to take it to a computer where I have a scrollbar to instantly find the spot where I left off.
As others have said, putting songs on an iPod (Shuffle or Nano) is simple. Install iTunes, plug in your iPod (which will then appear in iTunes) and drag songs from your iTunes library to your iPod. There's also an "autofill" button which will automatically fill the iPod with random songs from a chosen playlist (or your whole library). You don't need to buy songs from the iTunes store to get them into iTunes. You can import all the music you already have on your hard drive.
If you really don't want to use iTunes there are other options, but you have to do a little "hacking". iTunes is fine for me, so I never investigated these other methods in detail, but I know they are out there. I don't think any of them will permanently harm your iPod - you can always restore it to factory settings (which'll delete all the music on it at the moment and re-install the software that lets it synch with iTunes).