When you start listening to a show like this and intend to go all the way through, do you start from the beginning of the show, and plow forward? Or the opposite way? Or something else?
Just curious 
I realize this question wasn't directed at me, but thought you might be interested in another answer.

I tend to invent a routine for doing anything I expect to be doing regularly. Generally, my rational for doing this is that I don't really feel like spending time dithering making choices which my exact choice doesn't matter that much anyway (such as whether I listen to the newest Pseudopod episode or the newest Podcastle episode next).
When I first start a show, I start with the most recent episode so that I can get a sense of what's current there. Then I listen to the previous 10 episodes or so in reverse order. Again, to a get a bit of a sense to where the show is now. Of course, new episodes might air while I'm working through these, in which case I'll listen to the newest one as soon as it's available, and then go back into the routine.
After I've listened to the 10 most recent episodes, then I start from the beginning and listen sequentially until I hit the episodes I've heard before, at which point I have listened to that podcast's entire backlog.
Then I listen to another podcast, following the same procedure, except with one added element. If I listened to Podcast A's backlog first, then B, then C, then if I have a bunch of stories loaded up I always listen to them in order of podcast A, then B, then C. Usually I load up the iPod once every weekend, so I then spend much of the week working through that week's episode with priority to those I had listened to first, then when I've listened to all of those I listen to the backlog of the one podcast I haven't caught up on yet.
Yes, I'm weird.
I am pretty sure I'm really a robot in disguise.
The podcasts I'm actively listening to (in order):
Pseudopod
Podcastle
Escape Pod
Drabblecast
Beneath Ceaseless Skies
Clarkesworld
Dunesteef
Lightspeed
Cast of Wonders
Journey Into...
Toasted Cake
Podcasts I'm currently catching up on the limited backlog:
Extruding America
Podcasts which I've listened to the backlog, but which don't have new episodes:
Variant Frequencies
Cast Macabre
Podcasts which I have listened to some but which I choose not to listen to:
StarShipSofa (I will rant at length about this at the slightest provocation)
Decoder Ring Theater (I like a lot about this show, great production, but the attempt at writing in a Big Pulp kind of style turned me off eventually though some segments rise above it)