Astro Player dar.fm
Love this app, and the service.
Essentially, dar.fm (that's a website) is like a Tivo for radio. You need to set up a free account, and you can record any over the air radio show and listen to it later. It's free for one show at a time, and a charge for multi shows.
Download the app, and sign it - then download the recorded show to your phone. Sweet.
I live in Philly, and love a techno show called 'Delirium Drop' that is only on KUCI in California. The time difference messes me up if I listen to it live, but, like I said, this is like radio Tivo!