I like to listen on desktop and as far as I'm concerned there's nothing good.
For Mac I suffer itunes. For Windows, I ended up installing Blue Stacks and using Google's Podcast app. Nothing native or web-based worked well for me. Unreliable or being delivered through Windows Store which constantly crashes for me were my main issues.
For a while I used live bookmarks with Firefox, that was great but shortly after Firefox removed that feature :)