As someone who takes a lot of podcast notes and shares good ones, #1 pet peeve is that every podcast player will only link you to their own cache of a podcast episode.
never to the podcast's own website, despite every Podcaster putting it in their XML. stop growth hacking me!
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This. So much this.
At the very least, link to the iTunes podcast directory? Seeing as that's the defacto discovery engine for so much of the podcast ecosystem.