As I was reading through the thread I was thinking 'Internet radio', and then the post above has already suggested that very thing.

Where we live FM is flaky, medium wave pretty much unlistenable, and DAB just won't even contemplate connecting, so we got an Internet radio about 18 months ago and love it. Here's the one I got, other models are available. You can preset up to 10 stations and you've got access to thousands of radio stations worldwide so you could preset BBC Radio 3 and the UK Classic FM (and I've got KNBR680 San Francisco as one of our presets so I can sit in Derbyshire and get live radio commentary on 49ers games).

The only drawbacks are (a) if your wireless connection goes down you're stuffed and (b) don't use it for time checks, because the broadcast is about 30 - 45 seconds behind 'live'. Other than that it's great, thoroughly recommended and no harder to use than any other radio.