BeyondPod for Android works well for grabbing the lessons. Basically, any PodCatcher that supports logging in will work, I just happened to find BeyondPod awhile back and stuck with it.
You can set the feed to play oldest to newest (Great for catching up, which I am in severe need of right now
), as well as newest to oldest (Good for playing new lessons + bonus tracks in the proper order)
The only feature missing, in my oppinion, is that you can't view the "Lyrics" (IE: In-lesson transcripts).
Other than that, it can use its own built-in viewer for non-music files, or whatever app you've set to default in Android
Samsung Behold II, Android 1.5 and 1.6
Samsung Vibrant (Galaxy S), Android 2.1