In his article Payloads for RSS, Dave Winer talked about how RSS enclosures were intended to be downloaded while your computer is inactive (such as in the middle of the night). FeedDemon certainly supports this idea by enabling you to schedule your downloads, but I have to confess that I rarely use this feature anymore. I download only a handful of new podcasts every day, so I just let each download start right away. And although FeedDemon enables you to automatically download enclosures for specific feeds, I seldom use this feature since there aren't many feeds whose podcasts I always want to hear (in fact, I believe I only have automatic downloads enabled for my IT Conversations feed).
Instead, when there's a podcast I might want to listen to, I simply cick the enclosure icon to add it to my FeedStation download queue. I also make use of the fact that I can drag-and-drop a media link onto FeedStation to add it to the download queue. Chances are that most FeedDemon users don't know about that feature, but it's extremely handy - I regularly find myself drag-and-dropping MP3 links from Firefox onto FeedStation (note that this works from IE as well).
I generally add podcasts to my download queue throughout the day, and I have FeedDemon configured to automatically copy the downloaded podcasts to my iPod (although in the past I used this feature to copy downloads to my Creative Nomad as well). I then take my iPod with me the next morning, so that I can listen to the new podcasts after I drop off my kids at school.