I'm lucky to be in Southern California with America's No. 1 jazz station, KLON-FM out of Long Beach. I listen to it in the car, all night, and on the computer at work, since my building can't pick up radio waves.
Other favorite jazz stations are KSDS-FM in San Diego, KJAZ-AM in Los Angeles, KPLU-FM in Seattle, WBGO-FM in New York and KCSM-FM in San Francisco. I listen to these stations through the Web.
When it comes to sports radio, I listen to XTRA-AM and KXTA-AM, both in SoCal, strictly for Jim Rome. I'm a clone.