Etsy limits you to ten sections in your shop, and items can only beling in one section. However, you can "roll your own" sections - as many as you like - if you get creative with Etsy's search capabilities.
The trick is to use tags or title words to indicate the section, then create a link to all the items in your shop with that tag or title word. Etsy has a search type that will limit the search to items within one shop. This is a tags and titles search.
So, for example, here's a link to all of the items in Mannequin Reject's shop that have "pendant" in the title or tags:
To make your own links, put your own user ID where it says user_shop_ttt_id_XXXXXX and put the tags or words you want to use after where it says search_query= (if you want to use more than one word in the search, connect them with plus signs. search_query=pendant+purple will list all items with both "purple" and "pendant" in the tags and/or titles) To include an item in one of these collections, you just need to include the search word or words in the title and/or tags.
You could then list your "sections" somewhere in your shop. Because they are inter-etsy links, they'll be live and visitors can click them to go directly to the section.
You might put them in your profile, as a list, like:
Then, in your shop announcement, you could put a line with something like Browse all my sections: www.etsy.com/profile.php?user_id=5512963
Or you could just list the sections in the shop announcement directly.
One drawback is that the link to these kinds of sections don't appear in the sidebar with the other sections. You might want to include a link within the item listing itself, at the bottom, so people could continue to browse through the section. Something like:
More Pendants: www.etsy.com/search_results_shop.php?
It isn't a pretty solution, but it is very flexible. By using tags and title words, you can include an item in as many of these "sections" as you like.