I think the first decision needs to be based on what type of learner you are. Do you learn best with visuals, text, audio or a combination? Answering that should help guide your initial direction.

As Steven mentioned above, they both have their place. Both lend themselves to letting you engage with the content on your terms and consuming as much or as little as desired. Podcasts are great when you are engaged in other tasks, however, be aware that if you are multitasking while listening you may not fully comprehend or process the material.

I believe that Videos have an edge with trust development. You can see who is explaining the content and any other visuals or resources they feel are necessary to understanding the material. In the case of platforms such as Coursera, there are sometimes even quizzes mixed into the content to test your comprehension.

Also if you want to really comprehend a subject, look for interactive and engaging ways to learn about the topic, such as live streaming video events (similar to webinars perhaps). When an educated host is not only covering the material but interacting with live questions and comments it promotes diverse perspectives.

Again, tailor your content to your learning approach and remember to focus on the content while you are consuming it. Your concentration is required in retaining the knowledge whether from audio, video or text. Also, don't be afraid to revisit content from time to time as a refresher or to see if you missed any interesting details.

I was going to answer podcast, and then realized, I haven't actually watched any online educational videos, so I can't actually compare the 2!  

My preference is for webinars that are live and interactive, which are often also available as a podcast later, which is why I first thought of podcasts. 

I prefer webinars, as these can be converted in videos, podcasts and text for different platforms.