ROK Radio's British Comedy Channel tops my listening. (Loads of Men from the Ministry, The Navy Lark, Hancock's Half Hour, etc):
http://rokradio.com/
but I've also just discovered Abacus FM's equivalent channel (with very similar content).
I also enjoy PE Irish Radio, which is based on Price Edward Island in Canada and broadcasts what its own publicity describes as 'morally questionable' Irish music ;-)
Another Celtic music station I like is LochNess Inn, which (like those above) I listen to via Shoutcast:
http://www.shoutcast.com/
Other than such internet radio stations, I listen to Radio 2 in the car (and to wake me up in the mornings), Radio 4 for comedy and the news content, Radio 4 Extra for comedy and some drama, Radio 3 for jazz and world music, 5 Live Sports Extra for Test Match Special, 6 Music to hear something a bit different and BBC Asian Service (for the same reason).