Help with podcasts?

I have recently discovered the joys of podcasts.  I don't listen to the radio very often, so I miss out on all sorts of good programs.  If I can figure out the technology, however, it may not matter if I can't listen when something good airs--I can listen later with a podcast.  Now it is a matter of figuring out what's what. Can all podcasts be both listened to on the computer and on an iPod or other device (I'm thinking of the BBC--can their podcasts be downloaded and listened to on a iPod?)?  It seems like different sites have different ways of listening.  There always seem to be so many variables--if anyone knows of a good website that explains this, or can offer advice, it would be greatly appreciated.  And any good bookish podcast sources?