There is one radio station which I could listen to all day and that is Xfm London (http://www.xfm.co.uk/). That station and their music must be near the top of the things I miss the most since I don't live in the UK anymore.

As of yet, I've not been able to listen to their stream as they choose to hide it behind JavaScript, player detection, referer checks and other crap instead of just putting the address up. I tried various things, including posting in their forums, but to no avail.

By sheer coincidence, I've found it, and it's quite simple when you know the right address -

mplayer http://mediasrv-sov.musicradio.com/XFMLondon
 
AUDIO: 48000 Hz, 2 ch, s16le, 128.0 kbit (ratio: 16002->192000)

Good Stuff ^TM. Now where is the car stereo which can access that?

UPDATE 1 Looks like you could build something for your car using an ALIX.1d board and a wifi adapter and a smartphone which supports tethering. Let me know if that works!

UPDATE 2 A smartphone and the Xfm App plus a FM transmitter also works! The future has arrived, seriously

UPDATE 3 (2015-09-21) Xfm has been rebranded to Radio X

• Virginradio, available as 16 or 160kbit/s stream

mplayer http://www.smgradio.com/core/audio/ogg/live.pls?service=vr
mplayer http://www.smgradio.com/core/audio/ogg/live.pls?service=vrbb

• CapitalFM

mplayer http://mediasrv-the.musicradio.com/CapitalRadio

Let me know if the streams don't work anymore.