I remember on the Banshee mailing list a while ago (with fear to be corrected here right now) a discussion about how randomness should work. They implemented some awesome random options though: Random by album and random by artist. So you can play different albums or different artists all the time.

But a really random playlist, really sucks. You get incredibly random stuff, e.g.: the same artist 5 times in a row or sometimes, the very same song.