Here is a list of Audio RSS Feeds/Podcasts that you can listen to using the native RSS Reader. Please note that you need a Firmware 2.7 PSP in order to use these feeds.

AUDIO

Portable Gaming Revolution - PSPcast
Kiss 100 FM - Unsigned bands PSPcast
The PSP Show - PSPcast

VIDEO

The 1UP Show
DigitalLife TV

IMAGE

XTREME PSP Wallpaper Collection - The entire XTREME PSP wallpaper collection on RSS
Fanboy Almanac - Weekly web comic