I would put in a strong vote for Loomia. I like what they are doing with tagging and a recommendation engine similar to Netflix (the more podcasts you rate the better recommendations you get).
Odeo's directory is cool too. It's very comprehensive and they've done a good job keeping the site really clean.
I'll put in a quick plug for ours too. It's a bit of a niche directory (educational and self-development podcasts) but we've put a ton of time into screening the podcasts in an attempt to avoid the free-for-all nature of some of the other directories.
I hope this helps!