Dont' have an ipod so I've never listened that way. I've listened to maybe 20-30 total, most of those ThoughtsCasts.
I dump them to my CF card and listen to them on my Pocket PC on the way home, using PocketMusic. As I was driving in this morning, in fact, I was trying to listen to an older one, one of Ed's last Thoughtcasts. I forgot to set it up before I got into the car. It's times like that that the seeming simplicity of pulling up a file on the ipod is definately alluring.