Some radio is fucking awesome. In particular college radio stations are great, because they exist outside of the conglomeratized radio landscape and will play a wildly eclectic mix of music.

With online streaming you can get it from anywhere your phone has service. I recall WFUV (Fordham University) being good. KXLU (Loloya Marrymount in LA) is decent, much less professional than WFUV tho.

They're usually not as put together as the professional stations, but if you can get past that, I think they play much more interesting music.