I just noticed my new cellphone has a built-in support for net radios. This is quite nice, I now have the SceneSat stream with me wherever I go.

...but I could've thought of this much earlier, of course. There are plenty of free net radio software for smartphones (here's a link for Nokia phones, for example).

As long as you have a fixed data plan(!) and a pair of portable headphones, it should work just nicely. Don't have to drag that mp3 player along anymore when going for a walk or something. Me likes.