Gregg D,
A lot of what you request is already designed into the way handhelds are handled by MJ. When you click on the '|PLS|' and expand your player's tree, you will see any memory types that are available. You can drag and drop files directly onto any appropriate branch of the Device. For example, with your Rio 800 you can drop onto either "Internal" or "External" so that the files are directed to the appropriate memory type, but not directly onto "Rio 800" because this path is ambiguous as to where the files should go.
You cannot send files that are currently playing to a Device. Try going to Media Library or to any of your Playlists and then when you see the files in the rightview, either drag and drop them or try right-clicking and choosing "Send-to". Under Send-to you will see "Device" and you will be able to select the Device where you want the files to go (for you Rio 800). These files will go to a default path unless you drag and drop some files first, in which case the "Send-to" will remember your last path.
As you mentioned in your note, it is also possible to drag files to the Target and have them upload that way.
Once you have your files ready to upload, you must click on the root level of your Device (i.e. Rio 800) and you will have the option to upload, or to select "Options" so that you can do additional things such as bitrate conversion and Normalization.
I hope this clarifies the possibile ways you can access your Rio. Please let me know if you have further questions.