http://gunrightsradio.com/
This is a good place to start. A lot of affiliated podcasts are housed here; you can subscribe via whatever RSS feed you prefer.
I've been working through a vast archive of shows on my ipod. I am actually getting someone near new episodes! They are usually pretty good, so I don't want to skip all of the ones from before I found them.
I listen to:
Gunrights Advocates
Handgun Podcast
Gundudes
I have listened to a few of Pro Arms and Fire Arms Cafe, but don't really listen to so much of them.