You'll find some critique of This American Life below, but to be fair, there is some good stuff coming out of NPR and public radio as well. This American Life episode 355, "The Giant Pool of Money", did a fairly good job of explaining the housing bubble and its worldwide consequences (this episode aired in May 2008, before the financial panic of September).
This episode inspired a spinoff podcast, Planet Money. It updates three times a week, and episodes are 20-30 minutes long. The hosts focus on one or two pertinent economic themes, and they pull in various economists from different schools of thought to contribute. It is very well-done, with very little filler material.
Oh, and I note that Alex Blumberg (producer for This American Life) is listed as a contributing editor, and he frequently hosts the podcast. The NPR podcast, in case I hadn't mentioned that before. To my commenter from last year who tried to tell me that TAL was not an NPR product, please uncloak again and let me know how Mr. Blumberg works for both TAL and PM, if Chicago Public Radio stands independent of NPR. Oops.