All latest mobilephones have mobile FM radio software. But in some old models there is no FM radio software. So such mobile handsets are usually replaced or sold by owners.
But is some middle class cellphones there is a provision to upgrade softwares. In such phones software can be changed or added. So in such handset model we can add mobile FM radio software.
There are different types of radio fm softwares, like Java applications (.jar,.jad) , .net applications etc. So you have to download such Java or .NET FM mobile application to your computer and should upload it to your handheld device like mobile, PDA, iPhone, ipod etc.
To do this you should have a data cable or bluetooth or Infrared (IR). Then only you can transfer software from computer to mobilephone. Then install that radio application on your cellphone. After installation you can tune and hear desired radio channel.
You can also listen to online radio channel if you have GPRS enabled by your mobile operator. If so, you can enjoy streaming radio stations.
All common mobile models like Nokia, Sony ericsson, Motorola, Samsung, Blackberry, Symbian and Pocket Pc have mobile FM radio software. So if you like to hear FM radio then buy a set with radio application.
Thank You.