Depends what you're after. Some of the programming is quite similar to Radio 4 - the daily 'Morning Edition' is basically 'Today', 'All Things Considered' is 'PM', and then there's 'Marketplace' (no prizes for guessing what that's about!). Outside the daily news shows you've got:

* Wait Wait...Don't Tell Me, basically the US equivalent of Radio 4's News Quiz

* Tech Nation, the title of which should be fairly self explanatory

* Car Talk, a call-in show about cars. I am not a car person, and I enjoy it (the show stopped production a few months ago, but should be widely available online)

* This American Life, does eclectic long-form journalism.

* Science Friday, which is part of a daily call-in series Talk of the Nation, but all about science.

If you're into science and tech, Radiolab (radiolab.org) is also well worth a listen, it's not technically NPR (there are several different public radio groups in the US), but it uses really innovative production and I wish Radio 4 would broadcast it here in the UK!

Hopefully other people can add their own favorite shows...there are quite a few of them, and I've just highlighted a few that I find interesting as a Brit. I'm in the US a fair bit, and tend to listen to public radio where I can so these are all shows I've just stumbled across and enjoyed.