I’ve tried pretty much h every app, and my view is Overcast for podcasts as it has start/end skipping, smart speed for auto skipping slow speech and blank bits and just works. Great Apple Watch app too, you can choose for it to sync up to 20 podcasts in a playlist to the watch, and then you can listen offline when your phone isn’t around. I do this often for runs with my air pods or Powerbeats pro

Music wise, Spotify does offer downloading to the watch however I’ve found it buggy to date, with downloads working but then when away from your phone it decides not to play which is very irritating. Apple Music just works but personally I prefer Spotify generally, so a difficult choice which comes down to how much you use your apple watch on its own. Use it a lot, go Apple Music, not a lot then Spotify

Audiobooks wise, I’m in the U.K. so can only do from my perspective but Audible works pretty well. Syncing to Apple Watch (for usage when you don’t have your phone) can be slightly slow and several times I have got annoyed, but when you compare the price of £7.99 per month for 1 book vs £19.99 for most decent books on Apple Books I suffer the minor inconvenience of sync issues, especially as I use mainly from my phone anyway

Hope that helps

There's freezer, which downloads from deezer. There's probably a tool to convert a spotify playlist to a deezer playlist out there somewhere.