Don't get the AT&T XM radio, it's terrible. Very few "stations". Bad streaming and it costs money.
Flycast.fm is FREE!! (go on your phone browser and download, and set up a free account online). They have AM and FM stations all over the country. Specialty stations. Check it out. I use it like a transister Radio in the pocket (old school). With even my iPhone, I couldn't find my favorite AM station (WSB Atlanta), for talk radio, until Flycast. Now it's on Blackberries. Internet Radio rules!
Stop asking your "government" to do everything for you... or they will own you.