Podcasts are a fabulous way to build your listening ability in Japanese. You can listen to news broadcasts, jokes, audiobooks, music, conversations or just about anything you can think of. If you have an iPod, iPhone, or the like you can download the podcasts and listen to them while sitting on a bus or in a coffee shop.
Some of the podcasts are available through US iTunes, and others must be accessed through Japanese iTunes. If you live in the United States, you shouldn't have a Japanese iTunes account, but many people do :)
One of the advantages to subscribing to podcasts through iTunes is that iTunes will automatically download the new episodes for you, and then you can listen to them when you have time rather than remind yourself to visit the website.
If you don't have an iTunes account or don't want to get into all that, you can still listen to many podcasts on your computer directly on the websites. J-Pod, for example, offers its own portal site and you can either listen to whatever is playing or choose a channel from the dropdown list.