I recently splurged a bit again and bought the wife and I a couple of dirt cheap mp3 players. As a result I've been listening to tons of radio serials and a good assortment of resourceful podcasts that you should be listening to if you are at all interested in making a film.
Here is my own personal fave list (in no particular order):
CREATIVE SCREENWRITING MAGAZINE - listen to some fantastic Q&A sessions with some of the hottest screenwriters and occasionally get the real low-down of what went on during the script phase of some of mainstream flicks in theaters today.
GEEKERATI - a very cool podcast covering some of the current things happening on both the new media scene and pulp, and of course, all things geeky.
FXGUIDE - a excellent listen to anyone even half-way interested in how to do some top visual effects like the bigger studios.
ON THE PAGE - this is one the I've been really digging on. It has the most in way of useful screenwriting tips, techniques, and what to look for in your next script. If you listen to any screenwriting-centric podcast let this be the one.