I've listened to a bunch, but it is hard to recommend (unless you are really OCD about Heat). I've skipped around to listen to some of his guests (which include Michael Mann in the final episode) though. Some interesting insights, but the format is unavoidably repetitive. I'm somewhere in the 40s right now.
Some things I've learned:
The upcoming Heat novel by Reed Farrel Coleman will actually be part prequel and part sequel to the film
Eady's house is actually now Bosch's house (in the Amazon TV series Bosch)
Ted Levine, who plays Bosko (a Detective on Hanna's squad), also played Buffalo Bill in The Silence of the Lambs (no secret, I just never made the connection)