I don't really have a favourite, but usually trawl around cherry-picking episodes. Some of the following are a little patchy. Some of the following are collections of talks / lectures.
It's on the Laird's list but Rune Soup must get a mention for being consistently interesting:
https://runesoup.com/
Whitley Strieber is a seriously spaced-out dude, but covers a wide range of topics (and I love the intro music for some strange reason):
http://www.unknowncountry.com/dreamland/latest
His Youtube channel has some full length shows:
https://www.youtube.com/user/wstrieber
Another podcast off Strieber's site:
http://www.unknowncountry.com/experience/latest
New Thinking Allowed with the great Jeffrey Mishlove (wonderful archive):
https://www.youtube.com/channel/UCFk448YbGITLnzplK7jwNcw
Rupert Sheldrake has a monthly meetup with psychologist Mark Vernon:
https://sheldrake.org/audios/science-set-free-podcast
Sheldrake releases a monthly conversation with an Anglican / Episcopal Bishop, talking, surprisingly, mostly about Christianity:
https://sheldrake.org/audios/dialogues-with-bishop-marc-andrus-at-grace-cathedral
Fade to Black: Paranormal and conspiracy stuff:
https://www.youtube.com/channel/UCXDvumKcfoqKYs1W_VKqLdA
Shattered Reality: UFO and consciousness:
https://www.youtube.com/channel/UCGxAjUZqcvtIMgL78AYWBBg/videos?sort=dd&view=0&shelf_id=0
Mysterious Matters: Paranormal:
https://www.youtube.com/user/TheFarsidePodcast
Ascend: Spirituality:
https://www.youtube.com/channel/UCnxTH9iOEljn8NQuP3hxzAw
The IONS Youtube channel (great archive on PSI):
https://www.youtube.com/user/thenoeticsciences
metaRising: Interesting PSI & metaphysics stuff:
https://www.youtube.com/user/metaRising
Science and Non-Duality: Intermittent, but with a good archive:
https://www.youtube.com/user/scienceandnonduality
The Duncan Trussell Family Hour: General interest but sometimes covers PSI, psychedelics and spirituality. Hosted by a comedian:
https://www.youtube.com/channel/UC8J-rchN59-MrzV-pJJUEiA
Tangentially speaking: Same as above but hosted by a sex-crazed maniac:
https://chrisryanphd.com/tangentially-speaking/2017/10/19/276-floating-away-with-duncan-trussell
Joe Rogan Show: Same as above but hosted neither by a comedian nor a sex-crazed maniac:
http://podcasts.joerogan.net/
[EDIT: I've just remembered Rogan does do stand up comedy. Who knows, maybe he's also a sex maniac.]
And finally.... not a podcast, not current.... but an archive of amazing conversations between Rupert Sheldrake, Terence McKenna and Ralph Abrahams. Boom.
https://sheldrake.org/audios/the-sheldrake-mckenna-abraham-trialogues