If you haven't watched the TV series, the interview is still very interesting about the craft of writing, though it probably won't be all that impactful. (If you do plan to get the DVD and watch, know that there's one plot point given away, though it something that comes in the first episode.)
However, if you do watch the show, you'll be fascinated by this. I think it's best to listen to before seeing the finale -- not that there's anything given away or even much discuss about it, but it just does a really good job setting things up.
The host here is not the regular Terry Gross, but David Davies instead.