I created a playlist on iTunes on my Windows box. I synced to my iPad 2. The playlists didn't go to the iPad.
I've tried the obvious UI stuff - drag&dropping, trawling the menus.
I've trawled the forums.
The general theme from the forums seems to be syncing playlists is at best extremely dodgy, most likely just not going to work. And that if you want a playlist on the iPad, you should create it on the iPad. And you can expect iTunes to wipe it occasionally when you sync.
Could you good folk either confirm that it really is this bad, or gently instruct me where to look / how to do it?