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.
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: 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!
UPDATE2: A smartphone and the XFM app plus a FM transmitter also works! The future has arrived, seriously