What is the least compressed signal?

Hello everyone.I was wondering what everyone's thoughts might be about what is the least compressed front end signal? A friend of mine recently told me that radio signal is compressed. So I thought maybe a direct connection to a CD player? Or, since CDs are pretty compressed, maybe a record player? Thoughts?
the reason I ask is, my friend recently gave me a fantastic pair of speakers. And I've been listening to the radio through them. He had a disgusted look on his face and told me I was not using these speakers how they were meant to be used, because the radio signal is kind of crappy and compressed. I would love to use the speakers as they were intended. Meadowlark kestrel hot rods hooked up to an Integra receiver w/ kimbers