The only app I know that would do this is the dreaded iTunes app. It sucks by all reports but you could add your collection to it and then add albums or just songs to a playlist and check that playlist when you sync. You mentioned an SD card so obviously you don’t have an iPhone, but there must be something similar for other phones’ OSes.

Media Monkey is a great alternative to iTunes and has selective sync capability. 

Mediamonkey is the answer to almost anything dealing with managing large music files.  If you can’t figure out how to do what you want just do a search on what you want including mediamonkey in the search and then sort out what posts match what you want to do.  It has probably already been done by someone with mediamonkey.