Classical Music on the Radio

See if you can get WCLV or WGUC. Agree also on WFMT.

Also see about getting WQXR. Your local NPR station might also have some classical shows, though in my area (NYC area) they seem to have less and less classical programming.
A lot of stations, like FMT and QXR, are available over the internet--a friend of mine gets a ton of European classical stations this way, and they are tremendous. I haven't figured out how he does it, but I'm sure that there are A-goners who do this.
Satellite radio has one serious classical station (Channel 80 on Sirius) which is fairly good as far as content goes (there is also a light classics station and an opera channel), though it sounds distinctly "digital" in the bad sense to me on my car radio (highs sound steely, for example).

Man, one thing I really miss about moving to Georgia from NJ: WQXR. One good reason to own a Magnum Dynalab Etude: WQXR.
a real HI FI radio station.

What you need is a Squeezebox or at least some way to stream stations from your computer. You'll have many choices then. I like WGBH in Boston.

Satellite isn't so great at least on Sirius. They have them niched into symphonic, chamber, and pops. It's just doesn't work for me. I don't think at Sirius that they know how to program classical.

Go the streaming route with a Squeezbox is my advice. The choices are nearly unlimited.

You can use also use an airport express (apple product) and connect it to your system and stream audio off the net. Similar to what Wireless200 suggests. Then you will have a whole host of Classical stations at your disposal from around the globe. I like Radio Swiss Classic and Interlochen Public Radio to name just a couple.If the station isn't on i-tunes you can download software called airfoil (ameba) which will allow you to stream any audio signal through the airport. I believe this is a cheaper alternative to the squeezbox suggestion but believe the squeezebox may provide better audio quality.

Good Luck