When I am out on the road (driving, sitting on the train, etc), I tend to listen to my MP3 player rather than the radio (I prefer my taste in music than the DJs, or spend my time listening to adverts for soap or sales).

One of the many things my home server does (when its not running my web sites, downloading emails and sending them to my PDA, or running my applications) is downloading podcasts.
It then mixes them into my MP3 collection, which I refresh once a week, so I have new tunes and new pods to listen to each week.
After a lot of trial and error (there are a lot of podcasts out there, but some are not updated for months, or change subject (one month it’s a business podcast, the next month its about buying gold))), I have found a few good and consistent ones.
Can I therefore recommend to you, the following podcasts…
Small Biz Pod (UK) -
http://www.smallbizpod.co.uk/A new podcast is added every week or two, and interviews people who have set-up their own company, the issues they faced, how they went about it, what they learnt. Generally, very useful stuff. The web site also has many good posts and a good forum. No adverts, but some cheesy music for the last 5 minutes.
FreeLancers Switch (USA) -
http://freelanceswitch.com/podcasts/Currently, my favorite podcast for tips and tricks. You have to get through the first 5 minutes of everybody saying hello and what they have been working on, and after that, you get to the meat of the discussion.
Every POD, the subject changes, and they have listeners who ask questions, give advice on marketing and other useful stuff.
However, it appears on a hap-hazard basis.
On the plus side, there are no adverts.
Build your Business Radio (USA) - http://www.wsradio.com/internet-talk-radio.cfm/shows/Build-Your-Business-Radio.html
Published on a weekly basis, and with some useful tip-bits now and again, but generally, is people who appear to tell you what you already know, or come on to talk about specialist subject to advertise their web site or service. Every 15 minutes, there is a commercial break (which can be annoying), but I listen to this as it does have some good sales and marketing techniques, once in a while.
Happy listening.