I didn't think of Zune. I guess I was thinking of something that just lives on the phone. Thanks!
Yeah as much as I would prefer having a true over the air Podcast app Zune works fine and will sync wirelessly after you have your phone charging for 15 minutes.
BringCast is somewhat OTA podcast player. It actually downloads them on demand to your phone. It does not stream them. However, The "Mango" update will bring podcasts to the Windows Phone Marketplace. So you will have the ability to download them on demand vice syncing to your Zune client on your computer.