I've also found that Downcast has given me the most control over my podcasts.

One thing I haven't found yet, though, is a client that offers a playlist or podcast level setting where I can say I want to download the oldest unplaced episode for a show. iTunes has such a sync setting for TV shows, for example, and it would be very handy for podcasts where I'm working my way through an archive.

There is probably a limited audience for such a feature, however, so I'll probably have to keep waiting.