First off, Marketplace in the UK does not have Podcasts so that is ruled out.
I can get the podcasts onto my phone using Mac Connector but when I do this the 'Subscribe' link under the podcast on the phone doesn't work. By this I mean I open it, it lists Number of downloads to keep etc. I 'Confirm' and then I'm returned to the podcast but the 'Subscribe' button is still there. (Is this a bug with WP7?)
How can I get it to sync wirelessly?
Update: Although Mac Connector will sync podcasts from iTunes, it apparently does not transfer the URL meaning it isn't possible to subscribe on the phone using the default 'Music & Videos' app. As mentioned, syncing with Zune from a PC does do this so if you can sync once from Zune on a PC, you can then enable wireless syncing on the phone. This is what I have done but it still required a PC and Zune software.
2nd Update: After upgrading to Tango and having to perform a factory reset after signing up for an Outlook address I cannot seem to get the subscription settings back again - even after syncing with Zune. Now it seems there is no way to update podcasts without connecting to a PC ...