I am a great fan of listening to Bible talks and theological things, especially since so much is available now for free online.  Here are some of the best places I have found on the net for downloading and listening to good stuff in MP3 format.

Churches offering free downloads:

St. Helen's, Bishopsgate
All Souls', Langham Place
St. Andrew the Great, Cambridge
St. Ebbe's, Oxford
Co-Mission Churches (The Bible Talks, Emmanuel Dundonald etc., AKA "The Coekin-Mission Churches")
St. Peter's Barge, Canary Wharf
And ever popular with desperate preachers searching for a last minute sermon transcript to steal: http://www.church.org.uk/

Other places to get good meaty stuff...

The Theologian
Obviously the first place to go for all things theological! Now with an excellent Audio section...

At The Castle...
An absolute gold mine of useful stuff, from Dick Lucas on Psalms, to David Jackman on the Old Testament, to Don Carson on Revelation, to Melvin Tinker on Matthew 5-7, to Justin Mote on Leviticus etc etc etc.

Biblical Training
Superb resources for training, with lectures by Gerald Bray on Church History, Bruce Ware on Systematic Theology, John Piper on Pastoral Theology, and stuff on Luther, Islam, Greek, and surveys of Old and New Testaments by top rate scholars like Tom Schreiner and Douglas Stuart. Highly recommended MP3 resource!

9 Marks Ministries
9 Marks Ministries based in Washington DC has various interviews and talks with Mark Dever, Don Carson, Philip Jensen, and many others.

Covenant Seminary
A wealth of training talks on various aspects of Bible and Theology. All taken from MA courses at Covenant Seminary, and all available free, including handouts in .pdf format. An excellent resource, although some lectures I have listened to have been very quiet and needed some audio adjustment.

Sydney Anglicans
Various sermons from the great and the good of Sydney Diocese (Australia). With links to lots of church websites, including good sites at St. Andrew's Cathedral and a particularly full set of MP3 talks from Christ Church, St. Ives.

Don Carson stuff
Always worth listing to Professor Carson, even if you don't always agree with him (or follow his logic...). Lots of his stuff is posted online for free, and this site and this one list most of those resources and take you directly to them.

Luther and the Reformation
I've enjoyed these talks on Luther and the Reformation by Tom Browning from Arlington Presbyterian Church in the USA.

David Peterson on "Worship"
David Peterson's Lectures in America on "worship" in the Bible and today are very stimulating.

The Thirty-nine Articles of Religion read aloud!
Some dweeb thought it would be fun to have an mp3 version of the 39 Articles to listen to on the way to work...

The Greek New Testament read aloud!
The Greek New Testament read out loud, as mp3 files, for free! Quite fun if you like that kind of thing. Westcott-Hort's text is used rather than NA27/UBS4, but that's OK, as it is not vastly different. Although the lady's voice and style can be a little annoying after a while, this is the best rendering I have found on the net. Other recordings are either too expensive to buy or, like http://www.greeklatinaudio.com/ are a bit fast to be of real use to me, and use a supposedly more "authentic" pronounciation system which is not what I was taught and doesn't aid memorisation of correct orthography (i.e he pronounces things funny which doesn't help when you're trying to remember how to spell stuff properly in Greek).

The Hebrew Old Testament read aloud #1
The Hebrew Old Testament read aloud #2
The Hebrew Old Testament read out loud, as mp3 files, for free! Obviously, Malachi is my favourite. The recordings sound like they are the same person reading, but there are subtle differences in size of files and length of recordings (and hence probably speed of reading), so I include both links here.