I ride my bike to work and listen to lectures and podcasts while I do it. Not optimally safe, I suppose, but I can hear traffic, and I've been doing it for years.
Aside from The Teaching Company classes I've mentioned before, I like the various episodes of In Our Time, from BBC4. Melvyn Bragg interviews three different people a week, usually university professors, on a topic of intellectual interest, whether Boethius, the Ediacaran biota, or Elizabethan and Jacobean revenge tragedy. Bragg is pretty good at keeping the various dons on topic.
The most recent episode is available on the site as a podcast, and you can listen to the previous ones. I particularly liked the one on the Baroque, and the aforementioned revenge tragedy one. Bragg did a four part series on Darwin, in honor of the anniversary, that was fun and comprehensive.