Over the past months I've been using [Podcaster](http://podcaster.fm/), a pretty good podcasting application for iPhone. Before I used iTunes to download podcasts and sync them to my iPhone, but it is fairly annoying to have to plug-in your phone every morning before going to work. [Podcaster](http://podcaster.fm/) allows you to subscribe, download and listen to podcasts directly on your phone. No need to sync with your computer anymore. Podcasts can even be downloaded in the background (after you switch to another application it keeps downloading). It really works well.
It costs under $2. Very much recommended.