Not free, but Podfisher manages podcasts better than anything I have seen if you don't have access to another computer. You set up your list of podcasts once (there is a search function) and they you can search for new episodes for all podcasts or for each individually, You can stream the podcasts or download using iTunes (maybe with OS 4, you will be able to download within the app itself). There is always the Apple/AT&T restriction that downloads over 3G are limited to 20MB, which means that to download most video podcasts, you will need WiFi access.
