Instead of actual device nodes, udev *should* be creating symlinks to ALSA devices in /dev/snd. For instance my /dev/dsp is actually a symlink to /dev/snd/dsp. Udev will "erase" any modifications done to /dev at each reboot, so running ./snddevices (which is depreciated anyway and you aren't supposed to use it for anything above 0.9.4) won't fix the "problem".
One thing that I did to kind of give udev a "helping hand" with this "problem" was to add the following to the end of my /etc/modprobe.conf:
# card #1
alias sound-service-0-0 snd-mixer-oss
alias sound-service-0-1 snd-seq-oss
alias sound-service-0-3 snd-pcm-oss
alias sound-service-0-8 snd-seq-oss
alias sound-service-0-12 snd-pcm-oss
Now all the appropriate symlinks are created, except for /dev/midi it is actually a node and not a symlink.