I listen to a few podcasts and I just thought I'd mention them. I subscribe to all of them through itunes and download them to my ipod. I either listen to them at work or at the gym while on the eliptical.
This American Life - This is an NPR show that is brilliant. I think it takes a couple listening to get into it. The show itself is full of newsbits, creative journalism, and short stories usually dealing with aspects of, well... American life.
Radio Lab - Another show from NPR that is a lot like This American Life only with a focus on science. The creators made a show to make science fun and interesting and I'm not talking for kids so this isn't really Bill Nye, or Mr Wizard. Not only do they talk about the science itself but they also talk about the affects of science. The best part is the show has two hosts Jab Abrumrod who believes in the science and Robert Krulwich who believes is the mystical. It isn't exactly science vs religion; they both accept the truth of the facts but they view the facts differently.
Sci-Fi Surplus - A new show that is about half an hour and covers the latest scifi news and then usually has a small bit where they cover an aspect of scifi usually in the form of a top 5. It is a fun show with some nice sound bits and funny faux commercials. It is new and still needs to grow and perfect their work.
The next is shows for roleplaying
All Games Considered - Possibly the most unprofessional show I listen to. It is a group of gamers who babble about gaming. They tend go on tangents (in the last show their was a bit about the iphone). However, they do have some good ideas for shows and usually get better as time passes.
The Voice of the Revolution - If "Dogs in the Vineyard" and "Burning Wheel" mean anything to you then you might be interested in Voice of the Revolution. It is a podcast on self published game. Not only are these games self published but many of them are unique with systems that are extremely different from DnD.
I'm currently looking for the latest in web (technology, business, uses etc) podcast or blog. So far the only thing I have found is ajaxian.com.