Dan Carlins Hardcore History - Ive only listened to his podcasts about genghis khan and the mongols but they were very good
I can't recommend Dan Carlin enough. The hardcore history shows are the best thing out there. Since you like the history of Rome you should get his "Death Throes of the Republic" series from last year which is a massive 6 part podcast about the fall of Rome (the last episode alone is 5 hours long). I also really enjoy his political show:
Common Sense with Dan Carlin
He is a moderate/independent and the thing I like about him is that all of his opinions are very thoughtful and have solid rationale behind them. Not for those that think they have everything figured out, but if you are politically thoughtful and open minded he will give you a lot to think about.
Adam Carolla has been mentioned now and I really like his show. Been listening for almost 2 years now and some of his rants kind of get old after a while but there are almost always some laughs to be had. Also listen to his home improvement show and I have been listening to his new show with Dr. Drew which is basically loveline in podcast form.
I also like Carolla's news girl's Podcast:
Alison Rosen is Your New Best Friend
Sort of a girl version of WTF with Marc Maron. It's an interview show, and she gets mostly comedians, but she is very smart and funny and I enjoy the show.
More stuff I listen to:
TWiT - This Week in Tech
Leo Laporte and guests talk about the week's tech news. If you like TWiT there are about 30 other shows on the network on just about any tech related topic.
15ish minute weekly podcast debunking urban legends and pseudoscience. It's worth going back through the archives as you can refute just about any crackpot topic as he has covered almost everything by now.
The Dave Dameshek Football Program
Light-hearted football talk 1-2 shows a week. Dameshek and Adam Rank from the NFL Network plus various regular guests and various players call in from time to time.
Funny, sarcastic look at the week's tech news by the 3 founders ofwww.theverge.com
The Classic Tales Podcast
Classic short stories or novels in serial form read by BJ Harrison. 1 episode per week.
Stuff You Should Know
Josh and Chuck from HowStuffWorks.com give an overview of a random topic. Two shows a week.
I also download podcasts of various NPR shows including "This American Life", "Fresh Air", "Radiolab", and "Freakonomics Radio".