I used to use a fantastic app on my N95. Basically you set up all the podcasts you wanted to listen to online, and then the N95 counterpart the podcasts would be there all set up and then you could either listen live or download to play later. It was bloody brilliant, now been taken over by Nutsie and co more podcasts!
So i'm looking for a good double act, or at least something easier to use than the Nokia one, don't mind paying for one either!