If you don't want to manage your music manually or use the Check boxes in the Library, then there is still another way. Create a Playlist, and move only the songs you want from your Library over to it. Then connect your nano, and under the Music tab, check Sync Music, select From Playlist and make sure your wanted playlist is the only one that has a check mark beside it. Finally, turn off "Automatically fill free space with music" to avoid getting random tracks you don't want.
Later, if you want to "delete" a song from your nano, remove that song from the Playlist and re-sync. In fact, you can revise the Playlist as you like, when you like, even if the nano is not attached; the next sync will update the nano with all changes.