There is Internet Radio --- livestreams of radio stations broadcast over the Internet. Many of these are terrestrial broadcasts, and many of them play music. There are also dedicated online-only Internet stations.

This means you have access to the best terrestrial stations, as well as some (often quite niche) Internet-only options.

I find BBC (1-4 + world), Deutschlandfunk (numerous stations), Radio Swiss Classic (available in German, French, and Italian), France Inter / France Culture, and a number of other broadcasters (usually public, and hence with little or no advertising) generally appealing, and preferable to most of what I can tune in locally (OTA AM and FM are all but dead). Tastes run to classical, jazz, and blues, though you can find other options as well.