Here's the differences for the ones that I've used:

Canola2 can only stream (as far as I can tell).

podsync is kinda barebones but it works well and it generates playlists for the media player after it's done (one for newest podcasts and one for all downloaded podcasts to date.)

I've just gotten started with gpodder and it seems to be pretty good. It's got more options than podsync but i does seem to occasionally don the crashy pants.

One of the major differences between gpodder and podsync is gpodder lets you select and download individual tracks from a list of available ones. With podsync you set a number that you want to have, say the newest 3, and it batch downloads those. There are trade-offs, podsync is simpler to use (IMO) but doesn't have the granularity of control that gpodder or canola has.