As if the ability to resume podcasts and even send them wirelessly wasn't enough, the 2.5 firmware update also features the ability to watch your podcasts in sequence: when you end one episode of your podcast, it'll automatically advance to the next unplayed episode in the series. This is a change from what used to happen in the device (and still does in the software) in that instead of booting you out of the Now Playing screen and into your last menu screen at the end of an episode, it will now perform the logical action and keep the music/videos playing. This a nice little feature for things like news shows and music podcasts. You can exit out of the loop any time by pressing the back button.
Oh and just as a postscript, I wanted to note that the timing of this could be totally wrong (it may have been a feature since v2), but I've only noticed the video sequencing since the 2.5 update. Any other neat podcasting or general tricks? Let us know in the comments!
EDIT: Clarified play order sequence. It will play the next unplayed episode in reverse-chronological order (plays from the top of the list down).