The BBC make all of their podcast programme information available as an XML file.

Literally five minutes of XSLT gives me this:
http://philwilson.org/code/bbc-podcasts.xslt

$ xsltproc bbc-podcasts.xslt <a href="http://downloads.bbc.co.uk/podcasts/ppg.xml">http://downloads.bbc.co.uk/podcasts/ppg.xml</a> > bbc-podcasts.opml

outputs to: http://philwilson.org/code/bbc-podcasts.opml

which you can then render to something like this: http://tinyurl.com/2edfvs

Obvious improvements are grouping by radio station etc. but this will be very handy as-is for my N95 🙂