I use the Nokia podcasting app with my E61i. The crucial thing is that the E61i has WiFi. I use my home internet connection to get my podcasts onto my phone: additional cost: £0.00.
£5/month for 1GB seems good but that works out at 34.1 MB/day. I'd burst that limit easily with my current listening habits.
I need the E71 with its FM radio; then I can go back to listening to Radio2!