One of the complaints I regularly hear about is how most streaming radio stations only work in the US or just the US/UK/Canada. This is because of annoying copyright restrictions that make it impossible for many companies to provide streaming radio outside of these countries. The only one I know of that has even breached beyond those countries is NOBEX.
Josep and Stefano let me know about a recently released app that provides streaming radio to everybody by using SHOUTCast radio stations. There are over 35,000 SHOUTCast stations out there and all of them are available through the app BBStation. They also let you add you own in case they are missing one you like. The other perk is that BBStation only costs a $4.70 one time fee instead of a subscription and works over GPRS, 3G, & Wi-Fi.
Check out BBStation in the store at this link and let us know what you think!