These days I watch / listen to The Dotnetshow, .NET Rocks, MSDN TV segments on my Smartphone whilst walking to the station from the office. Since the publishing formats are not consistent / appropriate for the Smartphone, I always run them through Windows Media Encoder first. The template I use is attached.
One continuing frustration with Windows Media Player on the Smartphone is that there is no way to seek / fast forward through a video. This is very annoying since if someoun calls me halfway through a long segment the playback stops and I have to start watching at the beginning (this is better in Smarphone 2003 but still flawed). As a result, I have to turn off the radio when watching / listening to this long content - a bit dumb considering its supposed to be a smart phone. I could use PocketTV which supports searching but this won't play Windows Media content which I prefer.