Other than styling and marketing, which I'll get at a later date, there are two elements to setting up a podcast...
1. Technical Stuff - If you want to know more about this, I've set up a free site at www.howtostartapodcast.com which you may find helpful.
2. Content - You've got to have material, right?
Here are some ideas...
Niche Audio Articles - This is a membership site which will supply you with content which you can add to your podcast. Licensing content is what almost all radio shows do. Those morning DJs you love so much don't write all their jokes...they get "content providers" to supply them with "News of the Weird" and other segments to fill their 3-4 hours of airtime each day.
So check out Niche Audio Articles and be like the pros. :)
Another option, which is what I do for my show, is to use "Other People's Information" as content. In short, do an interview.
QuickContentCreation.com has a "question template" that I use, as well as other helpful information, which makes doing an interview easy!