Someone in the 3000/3100 thread posted about podcasting software for the Z, namely KeroPlayer (Google's English translation).
This app (written in Ruby) is super. It can handle a lot of different types of feeds (including video, apparently) and save the podcasts to SD for better storage. It can download all feeds automatically or selected ones manually, and as far I can tell, play them streaming or saved. No extra hassle if you've already got Kino and dmBlogger installed.
Big problem, though. It's in Japanese. So, like dmBlogger, I've made an attempt at a rough translation by working backwards from the Ruby commands and some trial and error.
Once you've installed KeroPlayer (and changed that awful icon), download this .zip file and replace the keroplayer.rb file with mine. Bingo! English GUI!
Feedback is welcome. Enjoy!
[EDIT: New improved version! I figured out more of the settings and errors. Should be complete and 99% perfect now. Also supplied replacement icons.]