When I am at the train or driving with the car, mostly I listen to podcasts. It is a great way to learn something about new stuff (in my case mostly technology related).
But I really miss a certain feature in current versions of podcast players:
I want to be able to build custom feeds.
Just because not every podcast episode I want to listen to is listed in a feed. Some podcasts only list the last 30 episodes in their feeds. If you are lucky, they offer an archive feed with more than the latest 30 episodes. But that is not always the case. I don’t like it to play these episodes in the browser because the player is not that great, it often stops playing or you can not fast forward.
At the moment I use Instacast, because of the syncing feature between several devices. I saw, that you are able to add a feed by address and not from the directory, maybe that’s a point to start.