I'm a big fan of a program called Replay AV8. Its like Tivo for radio -- you can add stations and programs from all over the country and it will automatically tune in and record the internet stream at the appropriate time.
It appears they are discontinuing the program but there is still a version you can download here --
http://applian.com/replay-av/demo.phpLooks like they are going to replace it with a much more complicated suite of products that may be overkill.
This is just FYI; I have nothing to do with the company or the program...
A similar web based product is available at
http://www.dar.fm/ You can record some free programs or subscribe to get more...