I've listened to many Actual Play podcasts, from RPPR (Role Playing Public Radio), Flagons & Dragons' Gamma World game, Critical Hit, Return to Northmoor, Icosahedrophilia, and more. Thursday Knights is the only one that focuses so heavily on story, characters, and the world in which they exist.
The other podcasts had their positive and negative traits. Some were focused too much on crunch. It isn't exciting to hear "I use Footwork Lure against the goblin. I roll a 18. Okay, I do (rolls) 9 damage and shift one square, sliding him into my space." It is much more exciting to hear Dan describe Brandis using Footwork Lure to do something awesome (even though it isn't used very much...). I cannot stand people eating while on mic. I have an acute hatred for those groups who don't separate dinner time and game time. The first sign of chomping and chewing, and I'm done with them. Other groups have inventive and innovative DMs, but there is something about the storyline of TK that has pulled me in tightly. Greg does an amazing job playing off of the curve balls that the rest of the group throws him on every single roleplaying interaction in every episode.
Icosahedrophilia was very good. Chris Heard put in a lot of work and runs a very immersive world. His game was great for me to learn how to think outside the box and also design my combats, also providing reviews of different tools used at his table.
Critical Hit is a great primer for people who want to learn 4e from the beginning, but they do get off-track pretty easily, and the ongoing pleas for donations turned me off. I donated, why do I have to listen to their commercials again?
Return to Northmoor put together an amazing story that wove a tapestry of characters to this forbidding town of Northmoor. Unfortunately, it only ran for one "season."
RPPR was good, one of the first paragon-level podcasts I heard. They devolved into a lot of vulgar jokes and eating on-mic, which I couldn't handle.
Thursday Knights is the only epic-tier AP that I know of, and we've become part of their story, having invested around two weeks of our lives (assuming 3 hour shows for 114 episodes, listening to them for 24 hours a day, seven days a week), and we have listened to them grow from level 10 to level 27. Their story will be over soon; where does TK go from here? I am eager to find out, but I know that we will all miss Arora, Brandis, Hugh, Wrenn, and Pinter just like we miss Deomin when the new characters are introduced.