Apple at some point must have seriously taken to heart the design mantra of “Never surprise the user”. The Mac delights because whenever you’re not sure how to do something, almost always the first thing you try works.
I’ve just had the same experience on my iPhone – with version 2.2 of the software you can download podcasts over the air instead of having to sync via your Mac. I did this and accrued a set of execrable Jimmy Carr type content (more on why he’s annoying at some point) which I simply couldn’t get rid of.
Principal of least surprise to the rescue – turns out you simply swipe across the episodes in exactly the way you delete mail – problem solved.
I contrast this with my new Blackberry Bold. Truly a great piece of design compared to my old blackberry, but they’ve simply forgotten entirely about how people will actually use the thing. It’s email is really pretty good (though it too has many annoying processes). The rest of the phone is horrible. Everything seems to take about 20 clicks and rolls on that weird little ball in the centre of the keyboard. Applications don’t seem to remember what you were doing last or remember in excruciating detail. Example:

• The solitaire game included on the phone remembers the state of your game, but when you go back in, it makes you start by selecting a language and then choose to resume your game! Did they assume that my language would change in some way? That I’d want to do anything but resume playing? The contrast is my free iPhone solitaire game which simply returns you to exactly where you were last time in about 3 seconds.
• The contacts application remembers exactly who you were last looking at – except the use case is never that you want to look at that person again – you look up a name to call them or e-mail them. The next time you go into contacts you want to find someone else! Again, the iPhone takes you back to the list of people, though with the name of the last person you looked at front and centre and it’s a simple tap to return to their details (Something I do in about 5% of the cases)