FoxiPod
I found this mentioned over at former MTV VJ and podcasting guru Adam Curry's site.
FoxiPod will only be of use to you Firefox-using peeps out there, and you'll have to first install the GreaseMonkey Firefox extension, but once you get it going it's pretty cool. FoxiPod places a little icon next to any links to iTunes-compatible files on the web; if you click on the little FoxiPod icon, the file "is immediately downloaded by the FoxiPod application and added to iTunes or to your iPod."
That would be pretty useful for all those pesky podcasts that aren't formatted to be automatically downloaded via RSS.