I let iTunes automatically download podcasts, but I manually control putting them on the ipod. My ipod is only 4GB so I like to directly manage what I keep on there.

If the "Podcasts" directory is empty, try looking under "Songs" or "Artists" (if you know the artist tag of the podcast). I think that sometimes my ipod "forgets" that my podcasts should be listed under "Podcasts," but the files are still on there. It may have some flag that de-lists podcasts if I've already listened to them.