I want to play one podcast only on iPod Touch, but they play in series one after the other I download multiple podcasts from one source, eg, five episodes of Naked Scientists.  I want to listen to one only, but when the first finishes it automatically goes to the second, and third etc.

I want to listen to just one episode at a time and have the iPod Touch turn off when it is finished (this is a sleep-aid for my insomnia...I don't want it playing all night !)

A "Genius" suggested making playlists, but although you can make a podcast playlist, it does NOT sync.
With iOS 4, you can make a playlist directly on your device. Go to the Music app, then Playlists, then "Add Playlist...". Type in the name for the playlist, hit Save, and you're presented with a screen to add items to the playlist. Select "Podcasts" (by default, it's found under "More") and select the item you want to play. Tap "Done".

You're all set - just select the item from the playlist and only that item will play.