I haven’t seen this elsewhere. The new iTunes 4.9 doesn’t support auto-syncing of podcasts to the iPod shuffle (emphasis mine):

Why not?
I haven’t seen this elsewhere. The new iTunes 4.9 doesn’t support auto-syncing of podcasts to the iPod shuffle (emphasis mine):
Why not?
Comments
Exactly.
I thought is was just me. So much for switching over to itunes as a podcast client. With Odeo or ipodder I can set it to make the genre “podcast” and then set up a smart playlist for that genre and just use the autofill feature to fill all podcasts into the ipod shuffle. one-click updating.
I’m livid. I just bought an iPod Shuffle specifically for this. I’ve already got a full-blown iPod for the car, and I bought the Shuffle for jogging. This thing is going straight back to the store.
Well, now we know why. Upsell to nano.
From the nano manual:
Downloading Podcasts
You can download podcasts to your iPod nano, or you can set iPod nano to
automatically update all podcasts or selected podcasts.