There are a ton of great 40K podcasts out there. Below are links to those I try to catch when I can. There are more out there, but these are ones I try to catch time permitting:
The Independent Characters
- great show, very story and hobby oriented. Their goal is to make
listeners feel like part of their gaming group. I don't know if I feel
like part of the group, but I know I would want to be!
The Overlords - another fantastic show, again mostly story and hobby oriented. Show revolves around a gaming club in London. Plus jingles.
The 2nd Wave
Rites of Battle
Masters of the Forge
The Heroic 28s
Imperial Vox Cast