Critiquing yourself is one of the best things you can do to improve your show. Forcing yourself to listen--really listen--to your work allows you to learn from your successes and mistakes. When I hosted shows on FM radio, I had to go through a weekly(ish) process called "air-checking." Airchecks were frequently-excruciating meetings where I'd sit with the programming boss and listen to one of my shows from start to finish. The Program Director would stop-and-start the recording throughout, dissecting every word and phrase I used. I won't say all my bosses handled airchecks effectively or constructively, but my lasting takeaway was how important it is to think critically about every second of content that's put "on the air."
Listen to your shows after they're fully produced (listening to them in pieces during the editing process doesn't count). Hear them as your listeners hear them. Listen for things like verbal crutches (common ones include "you know," "um," and "yeah"). Listen for the way you articulate words. Do you have an appropriate amount of energy? Do you mumble? Are you talking too fast? Are there words you routinely mispronounce?
Become your own worst critic. You'll have to be, because let's face it: your friends will never be 100% truthful about how you sound ("no, really, you sound awesome!").