Is there an iPhone podcatcher? [duplicate]
You could try Podcaster which does over-the-air podcast streaming.
Check out the features
Instacast let's you subscribe to podcasts, synchronize over wifi and 3G and allows you to cache (download) or stream episodes.
Vemedio's Instacast app will do the trick. It's incredibly well-designed and allows you to add subscriptions from within the app and you can tweak the settings to allow downloading over 3G.