A few websites that I enjoy listening to are:
pandora.com
slacker.com
armitunes.com
toonradio.net

Some general gaming podcasts I listen to are
MaxSpeed
http://www.wcradio.com/shows.php?selectShow=45
Octale & Hordak vs The World
http://www.wcradio.com/shows.php?selectShow=46
There's also TB's Show About Video Games, but it's been discontinued for the foreseeable future.
http://www.wcradio.com/shows.php?selectShow=96
Check the archives links on each page for all of the episodes.
Comedy:
The Goon Show is a British comedy radio show from the 1950's. Very oddball stuff, inspired stuff like Monty Python, etc. Keep in mind that there was no such thing as political correctness back then, but it's all in good humour. See http://en.wikipedia.org/wiki/The_Goon_Show for more info.
Fabcat's GoonShowRadio runs Goon Show episodes 24/7. I don't know why he says it's a trial station, as he's being running it since at least 2001.
http://goons.fabcat.org/
There are several other stations that run episodes, but I don't know of any that are dedicated.
BBC Radio 7
http://www.bbc.co.uk/radio7/
I haven't listened to this in ages, but used to for the comedy and sci-fi stuff, until daylight savings changes meant I missed most of it, and then I got badly behind on the archives. Unfortunately, it seems you need realplayer to listen to the stream and the archives.