One has been when you get in your car and fire up . A recent update has changed that.
You'll now find a "Podcasts" section at the bottom of the top level of menu items. Tap it and you'll see the shows you're subscribed to, in order of what was most recently updated. Top a show to start playing the most recent episode. And ... that's it. To get to a different episode you'll have to hit the track list. It's a little clunky maybe, but it's a welcome addition.
And while we're here, may we suggest a certain you should subscribe to ...