I still haven't really got into podcasts yet. No doubt I will, but I'm one of those who hovers at the door for ages, and then chucks myself in like a lunatic. I'm currently still hovering at the door.
However, I bought a signed edition of Richard MacLean Smith's book Unexplained from Blackwell's in Edinburgh a couple of weeks ago and was mightlily impressed: insightful, intelligent and satisfyingly dense, some pretty complex ideas put simply - there were aspects to some familiar stories I'd never heard of before. And if the author must, I think, be using some imagination when putting together dialogue and peripheral detail he does so in an extremely effective way.
I'm assuming the stories are lifted from his podcast, so there might not be much new in there for people who are already listeners, but I would thoroughly recommend this book as a work in its own right. I'm virtually always disappointed by such offerings, which, so often, tend to be repositories of rehashed stories, with little or nothing new in the way of insight - but this was generally quite enthralling. (Although nowhere near as wide in scope, this book could sit quite comfortably next to Mike Dash's Borderlands on any bookshelf.)
As I say, my experience of podcasts is minimal - but Unexplained is now top of my list. (My only other real experience is similar - a reading of one of the Lore books - which, although entertaining, is to my mind, too thin in detail and research, and too chatty in style, to be very satisfying.)