A good FM signal can sound really good with a good tuner and antenna. Pay attention to the last item. Depending on your location, you may need to consider a roof mounted antenna.
The FM Tuner site previously mentioned is a great resource. Yes, it can seem a little overwhelming, but a good place to start is the tuner shootout. You can see what they subjectively think are the "best" tuners and there is also useful information about what they typically sell for.
I have a Magnum Dynalabs Etude and a roof mounted antenna and listen to jazz all day while I work from the local NPR station and it sounds fantastic.
I'm all for streaming music from quality sources, but there are only a handful of high-quality "radio" streams. Radio Paradise is fantastic. Most of the FM stations are being streamed at low bit rates and sound quality is nowhere near the quality of a good FM over air broadcast.