If you’ve never played D&D or are looking to DM but aren’t sure how, you should probably listen to actual play podcasts to help you fine tune your skills. Actual play is just that, recordings of groups of people playing D&D. The Wizard’s website is currently hosting a series of actual play podcasts they did leading up to the release of PHB2, using those new classes. Their DM, Chris Perkins, one of the lead 4th Ed. guys is a very good DM to listen to and take tips from. He’s confident at the table, fair, and IMHO has a pretty cool voice to boot. The group at play is funny and entertaining. This past week my comute to work has been entertaining, listening to this series.
Another good site is rpgmp3.com. Hal, the DM, runs a group of guys who can jump from talking about taco stands to boobies with hardly a segue. They are a bunch of funny guys. Hal’s british accent adds a bit of flair to the game, he does voices (his Splug kicks ass), and his recordings are always fun. I listened to the entire series of “Keep on the Shadowfell” recordings on his site before I ran that module for my guys and it was a tremendous resource. Plus, they have a crapload of recordings there. You’ll find enough material there to last you a few months.
Over at RPGPodcasts,they have several 4th ed. recordings for you to sample as well. I’m not very familiar with this particular site, so I can’t recommend anyone’s podcast, but by looking around I’m sure you’ll find something you like.
Some people aren’t to interested in listening to other people play D&D. That’s fine, I find it a good resource to get tips on DM’ing and other ideas for my game. If you are starting out, or have never played D&D, I recommend it.
Edit:
Please read the comments below, as several posters have chimed in with other actual play podcasts links… Thanks guys and keep the links coming!
www. Newbie DM .com 
Questing GM
March 20, 2009
We should start a video recording of game play sessions.
Listening can be fun too but sometimes it gets quite hard to visualize. To be honest, I’ve always thought that watching, much less than listening is something that I will find extremely boring but listening to these podcast has really changed my mind.
Maybe I should record a session someday and upload it to see what happens.
Jeff Greiner
March 20, 2009
I can also speak for Gamer’s Haven’s actual play where you can get a feel for 4e and some of the Goodman Games modules (and other systems and adventures). They are at CanadianCrusaders.com
The Icosohedraphelia podcast is at d20.heardworld.com and is an awesome AP show broken up into 1 hour chunks.
And of course, I don’t do AP, but I do have plenty of reviews and advice…and interviews on TheTomeShow.com.
newbiedm
March 20, 2009
@Jeff: I was going to mention your show, but decided to keep the post actual play related.
But yes guys, the tome show is a great d&d podcast, and… they are nearing episode 100! Check them out!
Stuart
March 20, 2009
If you’re interested in hearing an old school D&D Podcast I just posted part 1 of our Ancient Academy game. 🙂
Daniel M. Perez, The Gamer Traveler
March 22, 2009
You’ll find even more use out of AP shows once you stray into other games, especially the indie ones. Listening to how a game is played helps greatly with the lesser known games. It’s an on-demand version of “you learn best by playing/seeing it played.”
Resurrected Gamer
March 24, 2009
Nice article! I agree completely, gaming podcasts are a great GM aid. I a late comer to the gaming podcast scene, but now my ipod is full of archived recordings and my two hour daily commute has grown much more entertaining!
Bobby Jennings
June 2, 2009
I highly recommend Radio Free Hommlett (www.hommlett.com) 4e focused gamers. They discuss the classes, and often have great ideas on optimizing the classes. Great suggestions not only for players, but GM’s as well.
dwashba
January 11, 2010
Check out Majorspoilers.com and look for the critical hit podcast, its really fun and good for people who are new to D&D because they explain a lot of the things going on.