Like you I resorted to Internet Radio because my location is a dead spot for DAB and very poor for most FM (unless I want to listen to Welsh language stations here in England). So about a year ago I bought a £39 WiFi Internet Radio from eBuyer. Since then we've had the pleasure of listening to our local stations as well as national and international stations. My own favourite is a US nostalgia station playing older music but regularly running adverts for recruitment to the CIA. Now I'd never have heard that with DAB!
One point to note is a station like Classic FM at 128 kbps uses 55 MB of bandwidth per hour and so can easily eat up a few GB of bandwidth in a month - careful if you have a capped allowance!