This has been discussed several times on multiple threads.
ALSO this really doesnt belong in the Titan Upgrade section.
For Shoutcast+XM+Sirius+More check out SelectRadio
For a decent streamer also check out Resco Radio.
For a great site that streams local terrestrial radio stations check out
www.thestreamcenter.com/pda (has everything divided by state so if you miss KROQ from LA its there etc...) Uses windows media player or Stream the world to play on your pda. Works pretty good to great depending on the stations.