I was a guest on Leo LaPorte's TWiT a couple of Sundays ago. It was fun, we had an interesting discussion about a lot of things, including the ideal podcast player device.
I've gotten a bunch of email from people who use Nokia cell phones and their N800 and N810, and say they do what I was asking about.
Could be so.
I bought a N800 but never got it working in any meaningful way. I think it's a really poorly designed product. Does it have a podcatcher? Never found it. Never even got it to connect to my wifi reliably. After putting in a bunch of hours I gave up -- I wasn't getting anywhere. The Nokia guys told me they were going to send me a phone with a podcatcher built-in but they never did. It's a little too expensive for me to buy one just to find out what the software does. And as I said the N800 was a real bad experience. And I'm not going to shell out $400-plus just to find out if the N810 is more usable than the N800. If they want to send a review unit I'll try it out (I've already told this to their rep).
To their credit, Nokia actually does coordinate with bloggers, almost none of the other device and hardware manufacturers do, so my ability to review stuff is limited by what I'd pay money for. Not a bad limit btw, there's an implied endorsement of products I had to pay for to review.