I enjoy the occasional podcast to satisfy my nerd cravings on my cycle to work... who doesn't, right?
Sean Deasy has a blog entry on 5 podcasts that every .net developer should be listening to. No big surprises in here, however, I'd also include the video resources from Channel9.msdn.com and the insightful dnrTV. Mind you, it's pretty difficult riding and watching videos at the same time ;)