I have some really nice podcasts on my Android phone to listen to.
The first podcast I listened to was Happy Jacks Podcast. They have really great tips for running games, making better characters etc. for all kind of games. Sadly, the episodes last quite long and I got tired of all the chatter.
People always recommend Ken and Robin talk about stuff and I also liked that but again: I find it pretty long and while there are lots of good materials here by two knowledgeable game designers and writers, a lot of content is of no interest to me. For example, they have a section where they talk about alternate history (how history could have been if x would have been different).
For now, I don't have a "general purpose" favorite podcast (a podcast with game mastering tips etc.). Instead, I'm listening to podcasts for specific systems (Star Wars FFG) or genres (OSR/old school).
For today, I'm listing the Order 66 Podcast as my favorite. It's (of course) for the new Star Wars line by Fantasy Flight Games. The hosts know their stuff, having played Star Wars RPGs for dozens of years and have in-depth knowledge of the system. They invite the game designers to the show, so you sometimes get hands-on information about the design philosophy.
The hosts also have great material on how to run games which can apply to other RPGs as well. The shows clock in at > 140 minutes but some 30 minutes or more at the end are just chatter which I never listen to.
All in all, very enjoyable.
Their tagline is: "I never listen to the Order 66 Podcast."
PS: My favorite old school podcast is Drink Spin Run.