the iPod devices are only for listening to books, and I believe Shuffle, Nano and Classic will all play books (I know Nano and Classic will).
Now, bear in mind that when listening to books it's important to have a good narrator. If it's bad narrator that has little difference between voices, or lousy accents - it can ruin what might have been a good book. I was using the reviews on audible to help determine if the narrator was good or not, but I can't always trust those reviews. After a while though I have gotten to 'know' some narrators. Generally speaking, I like English narrators better than American narrators.