CPod

Has the basic features and present them very visually nice. Also it's free.
Good filtering options and so. Could be cool with an option to save favorites / play-later or even make your own playlists.

Edit: I also miss either (and preferably) a sorting option of the subscription list (which is a nice thumbnail grid) by newest first (now it's only alphabetic) -- or an option in the "home" feed to only show each episode once in the timeline. In other words to see a compact, visual list of my subscriptions with the most recently updated ones in the top.
[Edited by uhada, April 15]

Playback is buggy as all get-out. Commands for fast-forward and the like can barely be changed effectively. And sometimes, these shortcuts don't even perform. Just don't use it.