Creative's Zen comes with software called ZenCast. ZenCast has an online podcast directory divided into different categories. You can browse new shows this way or simply paste a podcast feed URL into the software directly. If a video podcast isn't in a suitable format, ZenCast converts it. It's simple to use and makes the Zen an excellent podcasting choice.
Apple's iPod nano requires you use iTunes. Within the iTunes Store is a vast podcast library, freely browsable to anyone with an iTunes account. Once you've subscribed to a show, new episodes are automatically downloaded and -- if you allow it -- synced with your iPod. When you've listened to a podcast on the iPod, it shows up as having been listened to on your PC, too. Your playback position is also bookmarked so if you only listen to half a show, you can return hours, days, even weeks later and resume the show. The iPod offers the simplest podcast integration by far.
The new iRiver Clix -- often called the Clix 2 -- supports a third-party application from Podcast Ready. With a free account on the Podcast Ready Web site, you can browse shows or just paste a podcast feed URL into your account. A free download, MyPodder, sits in the Clix's memory and keeps track of what shows you've subscribed to whenever the player's connected. New shows are seamlessly transferred to the player. It's no iTunes, but it works and it's fairly easy.
Samsung's YP-P2 comes with the Samsung Media Studio, within which is a 'Datacast' function. Basically, this is Samsung's word for podcasts. Getting used to the Samsung software takes a little time. There's no podcast directory but if you've got the show's feed URL, it's easy to paste it into the 'subscribe' field. It's not a perfect solution and it's a bit tricky, but it does work.