I use Sage for reading my rss feeds, and a few podcasts. The podcasts I personally create have a link in the description to the mp3, but most podcasts don’t do that, so I have to click through to their website and find the link.
A Sage developer has released an unofficial jar file that makes feeds with enclosures list a link to the file. It also appears to render a feed’s image if one is listed in the rss.
It’s not the prettiest yet, but boy is it nice to be able to just click and download the podcast.