I have heard about people talking a lot about podcasts, but never actually bothered to listen to any until, I've visited the 40k Radio Website and downloaded some of their previous shows in MP3 and listen to it.
40k Radio gives a lot of hobby tips, codex reviews and also talks about tournaments and also the gaming aspect of 40k.
I haven't found a general WarHammer podcast yet, mainly because I'm hooked on 40k Radio for now.
If you haven't listened to a podcast before, I strongly urge you to go do it now! Visit http://www.40kradio.com/ and download their MP3 shows, you will enjoy it!
"Just came back from a full day event, had to manage it as I am part of the crew. In a few hours time I'm attending my cousin's wedding dinner. With the time I have left, I should go paint up a little or just prepare another 10 Shoota Boyz."