I subscribe to quite a few free podcasts on iTunes. iTunes will download audio files as they become available and then you can listen to them on an ipod or MP3 player. I have a few I would recommend if you are getting started. I don't have time to listen to all of these, but I do listen when the topic or text seems interesting. We'll start with Sermons:
First Presbyterian in Jackson. (Ligon Duncan and Derek Thomas)
First Prebyterian in Columbia. (Sinclair Ferguson and Ian Murray)
Bethlehem Baptist (John Piper)
Other good ones I don't get to that often:
Mars Hill in Seattle (Mark Driscoll)
Villiage Church in Dallas (Matt Chandler)
Now if only Tim Keller would get on iTunes!!!