Audiobooks have always caused me trouble too, but I follow some simple rules to make my iPhone perform a little better:
1. The books that I get are typically 100's of small files. I use an .MP3 joiner program to join them into a few larger files. This helps keep track of which file I am on.
2. When joining the files together, never make a file longer than 5:30 hours. This has made a huge difference. 6:00 hour files just don't seem to work right. Try it, you will see.
3. When I join the files, I number each joined file consecutively in the filename and set the track number in file properties. This helps keep everything in order.
4. When adding the track to iTunes, I select the files and modify them to be of type audiobook and set them to remember last position. i also exclude them from random play.
5. And finally, just like the poster above, when I sync my phone I try and make a mental note what file I am on and where I am in the file.
I hope this helps.
BTW, the .MP3 joiner I use is MP3 Splitter Joiner Pro (PC). It has a great interface and it is easy to sort the files into the proper order by track number, file name, location, etc. to ensure all is correct.
Pat