I've been too busy as of late to put my MP3 player to much use. (Although I've heard that some people listen to music on them - what a thought!) I suppose that a lot of the stuff that I listen to is quite academic, but so that you don't fall asleep right away I figure I'll start off with stuff that's a little more light.
Audiobooks: The Fraser Valley Regional Library gives you access to Netlibrary (Audible.com is good for getting the latest titles, but costs $$$)
Christian: I'm known to listen to random things on OnePlace.com. On top of that, the Maclaurin Institute has some good stuff (although they don't happen to update often). I think that Bredenhof's been trying to sell people on it, but I do also tend to listen to the White Horse Inn fairly frequently. I posted about it recently, but there's also the Issues, etc. show that I posted about recently. Biblicaltraining.org has a bunch of interesting stuff available in MP3 format.
Nerdy: The BBC has a show called In Our Times which covers a number of different topics from history to philosophy to science to religion.
Academic (feel free to doze off now): Albany Univerity has a show called Talking History available, although I haven't listened to all that much of this yet. I should note that probably the majority of my more academic stuff is not available in MP3 - I've got software that enables me to convert most things over to MP3 (including ripping audio streams from video feeds).
WARNING: I don't necessarily agree with all the conclusions reached in a lot of these, but I listen to them to figure out what it is that others think about particular topics (some recent stuff from Stanford has particularly been annoying me). Anyways, on the academic front, you can find stuff from Stanford, Berkeley, MIT, the University of Washington, and various other academics via Research Channel and University Channel.
This, btw, is only a small sampling of from my list of audio sources on my wiki.