It's a doddle. Prep your favourite playlists in iTunes, drop them onto your phone then let it sync while it's in your pocket or on charge overnight.
Love my Apple Watch, ParkIt is my most used app, great when you're out for dinner and on a metered car park and you get a ping on the wrist when there's 30 mins left, then 15 mins left etc.
I can't stand it. I don't want to make a playlist or have it add my 'recently added'. I just want to pick what albums I want to put on my watch.