NoAgenda does a great job (I am loving the listserv!), but The Black Guy Who Tips podcast (husband and wife out of Charlotte, NC) is the best I’ve seen in being interactive with their listeners.
In terms of listeners interacting with each other, they have a Facebook closed group (to keep out the trolls) which has over 1700 members.
And in terms of interacting with the show, they do each show live in video on Spreecast with a chat room, and on their web page you can comment on the episodes. Each episode also has a poll to vote in and you can also comment on the polls. They do two very not-PC games on the podcast (lol) that the chat room can participate in.
They do five(!) shows a week, and their Saturday show is a feedback show, where they call out anyone that donated that week, read new iTunes and Stitcher reviews, read the comments from the website, give the results to the polls and any comments on the polls, and read any emails they receive. They also have a voice mail number and they play any voice mails they receive, and you can even call in live during the feedback show.
It definitely fosters a very loyal audience.