When consuming any type of artistic work I feel it's important to respect the work by consuming it in the way it was meant to be. For instance listening to the tracks in a record in order and for podcasts starting at episode 1.
If you follow this rule you will garner the most enjoyment possible from your chosen podcast. You will be able to follow the makers on their path of growth and maturity, be in on the inside jokes and in the cases of programs that build on themselves, hear the stories unfold they way they were meant to.
Unfortunately the world and iTunes don't seem to agree with me so here's what you need to do.
Go into the settings of each and everyone of your podcasts (boo) and change the preference for Play.
Then download all available epidoses and start bing listening!