The main reason it's useful to group patches together in playlists is because this allows you to easily switch from one patch to another. The changes can be manual, or automated; in either case, you're playing patches.
Patches can be played manually in various ways. One way is by double-clicking them in the playlist dialog, but this requires the dialog to be visible. In Veejay mode, patches are played via the keyboard, or MIDI.
To play patches via the keyboard, you must first assign keys to them. The assignments are stored as part of the playlist. Only the keys A..Z can be assigned to patches.
Patches can be organized into banks. A playlist has twenty banks, and they can be selected via the keyboard's numeric keys: 1..9 select the first nine banks, and 0 selects the tenth bank. The upper ten banks are selected in the same way, but while holding down the Shift key. The keys A..Z can be assigned to different patches in each bank, so the maximum number of patches that can be played via the keyboard is 520.
When playing a patch in a different bank, always select the bank first, and then the patch. For example, if you're currently in bank 1, and you want to play patch F in bank 2, press '2', and then 'F', not the other way around.
Patches that work well together should be placed in the same bank, to minimize the need for bank-switching. Note that to avoid confusion, empty banks can't be selected via the numeric keys; they can only be selected via the playlist dialog.