I tend to listen to the radio via Tunein Radio Pro, but I know that most of these are also available via iTunes.
I like old Horror and sic-fi, and the two best stations I've found for the genre are:
Horror Theatre
ROK Classic Sci-Fi.
Planet Rock
Auido Noir
Are just a few of my faves. I have an internet connected Roberts Radio by the bed which has a huge selection as well...