Of course! Most iPod Shuffles can hold up to 1 GB and Nanos can hold up to 8 GB. Since our workouts range in size from 60 to 200 MB you can easily upload up to 9 or 10 workouts (on a Shuffle) and all of the workouts onto an iPod Nano.
Regarding the iPod Shuffle: Because the workouts don't always have to be on your shuffle you can upload and then remove the workouts as you choose. Also, as of right now, the iPod shuffle doesn't show video. Therefore, only the MP3 audio workouts will be suitable for the shuffle.