I've used PalmOS, Windows Mobile and Symbian.
First thing you need to remember is that each OS performs things differently. Unfortunately, there is nothing that will do exactly what you are looking for (ie. simple multi-select of files and playing while creating a temporary playlist at the same time). I know, I've tried and had to get used to that fact very quickly.
PlayerPro, PowerAmp, etc does have what you are looking for, but needs to be done in a different fashion. In fact, it's more archaic and takes more steps to get the same thing accomplished. Yeah, I know, it's inconceivable that they couldn't do something so simple like that (integrating a simple file manager that allows multi-select). But that's progress for you.
I use Player Pro and Galaxy Note 2. I have it set to restrict file/folders to /storage/extSdcard/Music. I then place all multimedia folders/files into that specific directory. Since the folders are albums by name, it's easy to click on the album and start selecting songs. But if you still want a file/folder browser, there's a tab for that as well; but still works the same way as browsing albums (nothing different).
You can't multi-select files regardless of the views you are in. You need to individually press and hold each file you want 'queued'. This sets it up into a Play Now list. When you selected all your songs go to the now playing screen. Then press the playlist button. It will show the list you are currently playing. You can decide to rearrange the order the songs are in this list.
Want more? Just go back to the albums or folder browser. Select more songs to queue (again, you need to press and hold individual files; there's no multi-select). Then go back to the now playing screen, select playlist and organize it. Happy and want to save it? Do that at the end.
Unfortunately, that is the jest of how it works in Android. Unless you stumble upon a file explorer that allows multi-select and opening a file into a the music app. Which I never found as well.
Hopefully this clears up how it works in Android and how much different it is compared to PalmOS.
