In this episode Joshua spends some time going through the background of the Milesian school, and that reminds me that if anyone has not seen Episode 7 of Carl Sagan's Cosmos - "Backbone of Night," he does a great job of describing the background of these early philosophers.
I see that episode can currently be viewed here. If you want to skip the good but extensive lead-in you can start around the 14:30 minute mark: