if your podcasts are anywhere but iTunes, then they should just be mp3 files served up via rss feeds. Get any of 1000 rss feed readers for windows mobile (happy jack road's pocketrss is free) and subscribe to your feeds on the phone. Then you can bypass all that crap
But yeah, if you live in iTunes (I get all my video podcasts there) then you would need to do some work to get the files over. All my itunes stuff just runs into my ipod touch. Yeah, back to carrying two things again (mogul and ipod touch) but at least they're getting smaller