You can save your playlist for each artist. In the following example I saved playlists by splitting up an album into 3 playlists. It is 'just' an example:
HERE (click on link)
As far as incompletes go, yeah sometimes a file starts downlding from one source but recontinues from another. Has something to do with hashing of the original I think ... not sure. But after you've finished downlding it you can erase the old incompletes (being very careful though to delete the right ones!!!)
Hope this is some help!