If offered into evidence by the defense, the defendant's statement to the talk show host is inadmissible hearsay if it is being offered to prove the truth of the matter asserted ("I didn't do it" or "I shot him because I was afraid") The same statement, if offered by the State, is the statement of an opposing party and therefore, by definition, is not hearsay. Generally speaking the prosecution isn't going to want to put that before a jury unless it is being used for some purpose like showing that the defendant has told conflicting stories.
The taped statements admitted in the Zimmerman trial were made to the police and were offered into evidence by the State. Obviously the State wasn't trying to prove that he acted in self defense but rather to show the jury his rather calm demeanor and that there were inconsistencies as well as facts that the State believed it could disprove. The defense was glad for the State to play the tapes because it got the defendant's version in front of the jury without him ever having to say a word in court.
I would disagree with David S. about the failure to testify being some indication of nervousness about the defense's case. There are any number of reasons that you might not have a client testify but it also signals that the defense is confident that the State has failed to make its case. The burden of proof weighs heavily upon the State. I tell my clients "While it is your butt that is in a sling, it isn't you that is on trial. What is on trial is the State's case against you. A judge or a jury doesn't judge a defendant, it judges the strength of the State's case. The jury in the first OJ Simpson trial didn't say that he didn't kill his wife and the waiter. It said "California didn't prove it to us beyond a reasonable doubt". I point out to a jury to be aware that at some point the prosecutor is going to ask you "Do you believe our witness or do you believe the defense witness?" When in fact the question, in a criminal case, really is "Do you believe our witness, beyond a reasonable doubt?". Putting the State's case on trial is why police officers and victims often feel that they are on trial.