I really enjoy the podcast from UCLA on statistics. They give interesting tidbits and hints on statistical programs. They are actually quite entertaining.
There are currently 8 episodes. I am not sure whether they plan more, but sending them nice emails telling them how great their podcast is may help push them to renew making the podcasts.
Select Podcasts in the Source window
Select Subscribe to Podcast… from the Advanced menu
In the URL type (or paste) http://www.ats.ucla.edu/stat/stattalk/stattalk.xml