Q: When I make a playlist there is a big difference sometimes in volume (gain) from track to track. Is there a way to bring continuity so that all tracks are the same volume (gain)?
– Kevin

A: The simplest way to do this is to use the “Sound Check” feature that is available in iTunes and on the iPod. Sound Check is a feature whereby iTunes analyses your music tracks and applies a volume adjustment to normalize the volume between tracks.
To enable Sound Check, you first need to visit your iTunes Playback preferences and select the appropriate option:

Enabling this option for the first time will cause iTunes to scan through your music library to analyze the relative volume of your tracks, applying adjustment values in the process.
Note that this does not actually modify the audio of the tracks themselves, but rather just adds a tag into the track information telling iTunes that it should adjust the volume up or down accordingly. It also tells iTunes to scan any new tracks as they are imported, and add the appropriate Sound Check information to them as well.
You can see this volume adjustment for each track indicated in the “Summary” tab of the track’s properties (which can be viewed by selecting a track and choosing File, Get Info):

Once Sound Check has been enabled in iTunes, your tracks should play at the same relative volume when listening to them on your computer. Further, this information will be transferred to your iPod during the next sync.
To take advantage of this information on the iPod, however, Sound Check must also be enabled directly on the device. For the full-size iPod models and iPod nano, this is done under the Settings menu, using the “Sound Check” option. For the iPod Shuffle, Sound Check is enabled from the iPod’s Summary tab in iTunes itself:

If you decide to turn Sound Check OFF for any reason in iTunes itself, the Sound Check information that was previously added to the tracks is retained. Should you then later re-enable Sound Check, iTunes will simply use the existing information in tracks that already have it, scanning only the new tracks that you may have added during the time that Sound Check was disabled in iTunes.