I read an excellent post today over at the Swallowed Scroll blog. All about using technology to learn more about the One True faith.
The article talks about using iPod and iTunes to download podcasts and listen to them, and goes on to list a good selection of sources for material. Podcasts are great, and you don't need an iPod, pretty much any MP3 player will do. For example, I listen to my downloads on my mobile phone. You don't necessarily need iTunes either, although the software is free. Very often you can download the Podcasts direct from the website.
I also burn the MP3 files I download to CD, so I can listen to them in the car. The best thing is, all this material is available on the internet, for free. Where possible though, I always look to make a donation where I can, to help ensure these services are around for others to enjoy too.
Take a look, and give it a go.