The Engadget Podcast is back, now featuring my friend Eric Rice.
You can subscribe to it's RSS 2.0 feed so that each weekly show is automatically downloaded to your computer!
I use iPodderX to subscribe to RSS 2.0 feeds that support enclosures, like podcasts. It's an elegant application that runs on a Mac. After downloading the podcast, I update my iPod with the new show and off I go. You can also just listen at your desktop.
You can also try out ipodder, which runs on a lot of platforms and is free.
One more thing, my favorite video aggregator, ANT, also supports audio.