I used to listen to podcasts while running or walking, but eventually found that they were replacing the 'quiet time' that my brain would otherwise be using to mull over work or home challenges I was facing.
As a programmer, I've discovered that I almost always do better work, faster, if I've been taking my walks and exercise without audio entertainment. Don't know whether that happens for other people as well, but it's been pretty consistent for me.
(I do still wear cheap earbuds during exercise, though; you get far fewer interruptions when people assume you won't be able to hear them!)