This American Life has become my favorite podcast. Each week, they choose a theme and have three little stories about that theme. The "stories" are usually interviews or monologues. Occasionally they will do a single long story.
The host's voice annoyed me at first. After a few shows, though, I now look forward to hearing it.
There is also a TV series on Showtime. I like it, but prefer the audio podcast.
This American Life is produced by Chicago Public Radio. If you like the show as much as I do, send 'em a few bucks.