There is a fairly simple way to play your MIDI files on your iPod,
although the iPod does not play MIDI files directly since it does not
have the required synthesizer built in.
First, import the desired MIDI files into iTunes. Select all the
MIDI files, and then select "Convert to ACC" under the Advanced menu.
iTunes will then essentially play each file through the computer's
synthesizer and record it as a music file. This resulting file will
play on the iPod. I tested this on my computer, and a standard piano
roll took about 5-10 seconds to convert, and since you can convert all
the files as a batch, it does not take long and is only a single step.
Once the files have been converted, just create a new playlist and put
the converted files (and not the original MIDI files) in it and sync
the new playlist to your iPod.