I don't know if you've explored the rest of the WFMU site (wfmu.org), but it is one of the (very, very) few good and interesting radio stations in the New York City area. They have a full archives section, where you can listen to past shows. I mainly listen on the weekends - Greasy Kids Stuff (kids music for kids and adults), Radio Thrift Shop (Laura Cantrell's country music show), Glen Jones show (Guinness record holder for longest DJ-gig in one sitting), and so on. No two are alike...
Ward