These are my mainstays:

Real Ghost Stories Online - daily podcast where they read out "true" ghost stories. It's fun and the hosts are likeable.
The Hysteria Continues - bi-weekly (normally) show dedicated to horror movies, mostly slasher movies but general horror movies are discussed as well. Lots of great banter on this, highly recommended even if you're not a big fan of horror because the hosts are hilarious.
The X-Files Files - downloading as I go along with my rewatch, interesting enough.
Voices in the Static - Silent Hill podcast, but I'm a bit behind with it.
Random Trek - discussion of a random episode of Star Trek. This is my new bedtime podcast because there's just something about the guy's voice that just makes me relax, l0lz.
The Clive Barker Podcast - about... Clive Barker. Only recommended if you're a fan, the hosts need to work on being more "broadcast friendly".
Stuff You Should Know - just started in the last two weeks. Quite interesting.
Welcome To Night Vale - I'm so behind with this. I haven't listened in months.
The H.P. Lovecraft Literary Podcast - discusses each story, I'm listening along as I read each one. It's okay but the hosts can be slightly irritating at times.

Gave up on:
Darkness Radio - daily paranormal show. It's not awful, but it's three hours EVERY DAY and that's just too much.
Scream Queenz - horror discussion but the host is so fucking awful that I gave up. Gurl, lay off the coke before recording.
Silver Screen Queens - movie review show that was recommended to me but it's just these two Aussie girls screeching over each other for thirty minutes and is just headache inducingly awful.

Oh, and if you have an iOS device and listen to a lot of podcasts, I recommend getting the Overcast app - specifically the paid version. The advanced speed functions are a godsend.