I'm a fan of podcasts (which are nothing more than pre-recorded programs that you can download over the Internet - for free - and dump into your MP3 player or burn onto a CD). I listen them to and from work all the time.
Some of my favorites:
- This American Life (from PBS)
- Buzz Out Loud (a tech show which can be a little annoying)
- TWIT (a great tech show hosted by Leo Laporte)
- Net@Nite (another tech show hosted by Laporte)
- and one I just stumbled upon over the last couple of days: Well Told Tales - I've listened to two of the 15 minute horror short stories and they are freakishly great.