What are some good ones?
Most of the public radio podcasts are good. Car Talk, This Amerian Life, the Moth, Wait Wait. I like the Tobolowsky Files and How Stuff Works also. There have been lots of podcast threads in the past; you might search for them if you don’t get much response here. 
Tobolowsky’s is much more highly produced than regular podcasts and of course the public radio podcasts are professionally done too. These are what I prefer.
Some guidance would be nice. What are you looking for/interested in?
There’s that one with the guy who says stuff. It’s awesome.
Good one Sparky!
I am just curious what people are listening to. I have diverse interests and want to know what are some interesting, well made podcasts.
Bill Burr’s Monday Morning Podcast is my favorite (comedy).
The Skeptics Guide to the Universe (pretty interesting topics)
Marketplace (best money show out there)
On Point with Tom Ashbrook (great topics)
Talk of the Nation (excellent for news)
That one with the guests talking about stuff, that one is also pretty awesome. 
All of the Ricky Gervais podcasts… great for a long car trip! Although this can be slightly dangerous. I have almost wrecked for laughing so hard.
Chris Hardwick’s “the Nerdist.” Also very well done and very funny!
Marc Maron’s WTF — interviews with comedians and other entertainers.
Kevin Pollak’s Chat Show — a celebrity interview show (with video).
Answer Me This — a funny British question & answer show.
News from Lake Wobegon — excerpted from Garrison Keillor’s Prairie Home Companion radio show.
How Did This Get Made? — funny analysis of bad movies.
MacTalk — a weekly Australian show covering Apple news and products.
Watcha like?
I listen to 10 hours of podcasts a day at work. I subscribe to and glean through about 60 podcasts all of which are really good. My favorites change constantly. If I had to throw out a few quickies I’d go with:
This American Life(will probably perpetually occupy my number 1 position)
Planet Money(economics, This American Life style)
A History of Rome(his final episode is nearing. I will be so sad)
Russian Rulers(currently on Khrushchev)
On the Media(coverage of news coverage)
The Diane Rehm Show(her Friday News roundups are the only pure news I listen to, and everyone should)
Radio Lab, from WNYC
Quirks and Quarks, a weekly science show on CBC Radio
The Vinyl Cafe, a weekly show on CBC Radio, featuring the ongoing misadventures of Dave, Morley and their extended group of family and friends.
(Actually, there are a number of CBC news and current events shows that I find interesting available as podcasts.)
Pat Metheny has a podcast called ‘About the Music’.
Sonny Rollins has a podcast as well.
NPR had a series called ‘Jazz Profiles’ - the series has ended, but the podcasts may still be available.
The Traneumentary was an excellent series on the life and legacy of John Coltrane.
Right now I have:
BBC Documentaries
The BS Report (Bill Simmons of ESPN)
Filmspotting (Film)
Freakonomics (Economics)
KCRW’s the Business (Business side of Hollywood)
The Moth (Humourous/Touching Stories)
Planet Money (Economics)
This American Life (documentaries)
Under the Influence (Advertising)
Wiretap (Humourous fiction)
WTF (interviews with comedians)
Well Made Podcasts:
Anything by The Nerdist. Some great interviews.
The SModcast - Kevin Smith never fails to make me laugh.
BBC has a lot of terrific podcasts.
I particularly like the BBC’s “In Our Time With Melvyn Bragg: The history of ideas discussed by Melvyn Bragg and guests including Philosophy, science, literature, religion and the influence these ideas have on us today.”
As already pointed out by le Ministre, CBC has a lot of excellent podcasts.
My favs are “The Age of Persuasion: Terry O’Reilly explores the countless ways marketers permeate your life, from media, art, and language, to politics, religion, and fashion,” “Ideas with Paul Kennedy: Ideas is all about ideas - programs that explore everything from culture and the arts to science, technology and social issues,” “The Massey Lectures: To enable distinguished authorities to communicate the results of original study on important subjects of contemporary interest,” and the don’t-try-to-drive-while-listening-to-it- 'cause-you’ll-crash-while-laughing “Vinyl Cafe: The stories and misadventures of Dave, the owner of the Vinyl Cafe.”
The podcasts of The Story on NPR are really interesting, too.
My comedy podcasts that I listen to weekly:
The Nerdist
You Made it Weird with Pete Holmes - Like WTF with Marc Marron if it was hosted by a golden retriever.
The Indoor Kids - great if you like video games, still pretty good even if you don’t.
Cashing in with T.J. Miller - Cash Levy and T.J. Miller answer the big questions in our world, like “Can you be sophisticated and still say ‘Shit Happens’?”
Mike and Tom Eat Snacks - Every week, Michael Ian Black and Tom Cavanaugh pick a snack, eat a snack, and rate a snack. They usually get sidetracked along the way
The Thrilling Adventure Hour - Old timey radio shows for a modern age. There’s different storylines, which a new episode every week. I highly recommend checking out “Sparks Nevada, Marshall on Mars.”
Doug Loves Movies - Doug Benson has comedians on to talk about movies, and then play “The Leonard Maltin Game,” which is like Name That Tune but with movies.
A new favorite of mine is Slate’s Lexicon Valley, an irreverent look at language (with Bob Garfield - On The Media fans take note).
I was skeptical of it when someone recommended it to me, but The Thomas Jefferson Hour has become one of my favorites. Clay Jenkinson is a scholar who regularly performs as Thomas Jefferson (and other historical figures), interpreting their ideas for a modern audience. He typically does the first half of the show as Jefferson and the second half as himself, in both cases interacting with host/interviewer David Swenson. Sometimes he’ll do a whole show as himself.
It sounds like it could be terrible, but Jenkinson is an extremely bright guy, and the point of the show isn’t to play a character (he uses exactly the same voice in and out of character–though he claims to actually wear the wig and costume for recording the show!) but to discuss Enlightenment ideas and how they shape (and fail to shape) modern culture and politics. His comments on things like the Occupy and Tea Party movements, modern technology, and of course the Sally Hemmings controversy and the roles of sex and race in American history are all extremely interesting. He’s also extremely scrupulous about separating his own views from those of Jefferson and discussing the reasons for those differences. Highly recommended, though you might want to give yourself a few shows to get used to the conceit of listening to him “as Jefferson.”