I've been using this website Price Advance to automatically check for prices for competitors while I shop online. It only works with some major realtors but those are some of the places I shop.
Here's the link
http://www.priceadvance.com/
I don't believe Apple Ipod prices vary from store to store, though. If all you are doing is downloading podcasts, you can buy a much less expensive mp3 player. I have one I use to download free podcasts from iTunes to listen to while I walk. It holds many podcasts and cost about $35.00. Got it at K-mart.
My son has a Nano and the only main difference, besides being fancier is that it holds more songs. But that's not a problem for me because I just delete the old podcasts and download new ones.