I use the free version of this app on my iPhone. It doesn't cost you a thing, but it does use your data.
They have a paid version as well, which gives you an enormous amount of stations, but I found the free version gave me enough. Most of the local ones and few international ones.
If you have an iPhone just download the free version. It wont hurt. Try it out. If you don't like it, you can delete it.
I made the mistake of streaming radio with no WiFi for about 50 hours in total over the space of a month and when I got my bill in the mail I had an absolutely ridiculous excess data usage fee. Lesson learnt!