Since I don't listen to very many of these, I don't have a lot of basis for comparison, but one (and by one, I mean the only) podcast that I listen to more or less consistently is Dan Carlin's Hardcore History. I've alluded to it in review posts before for some of the historical works that I've read, but I decided it would be worthwhile to provide a genuine recommendation. Even if you're not interested in sitting down and actually reading something like Herodotus's Histories, you can still gain much of the knowledge and historical context from listening to these podcasts.
Literally, the title of this piece translates to "the education of Cyrus," though in truth only about the first book or two cover Cyrus's "education," while the others describe the rest of his life. This is meant as a sort of "how to" book on how to rule well, in the form of a biographical treatment of Cyrus, but unlike in The Ten Thousand, Xenophon is not here describing contemporary events, and many historians doubt that this is in more than the most general of ways an accurate depiction of Cyrus's life. Note: by "how to," I mean a book on how to rule as a semi-benevolent authoritarian dictator who is loved and feared by his subjects.