I can tell you what hasn't worked...
Adding chapters via Quicktime Pro, in the method described in their documentation, does not work. That only creates .MOV files, which is a different mechanism for chapters, and is not recognized by iTunes/iPod.
I can also tell you that MP4box.exe (a windows program) also does not work. This creates chapters in the output, which at least one player on Windows can play (Windows Media Player Classic), but does not create chapters that Quicktime recognizes nor chapters that iTunes/iPod recognizes.
So, 0 for 2 so far. Anybody else have any luck?