yeah, the included one is really basic and it isn't easy to tell what is downloaded and what isn't without crawling through subscriptions. it has been tweaked a couple times though for WM10, likely just slight API adjustments for 10. the issue I have though with some of the third party ones is some don't behave well when either off-line or switching between podcasts. I think the latter issue is the built-in player mechanism though.
Maybe something better will come out in association with Groove for WM10, who knows.
I started to write my own actually, but now feel I have to start over to make it less WP7/8-like. All hail the hamburger menu! :smile: