Yah I started a thread on Alldroid at the dawn of the Droid Age about this but the dev worknig on it got in a car crash and then it seemed like all interest was just lost.
Plus if the radio station you want to listen to doesn't broadcast via one of those apps you're SOL.
There was a FM Radio App on the first ported MIUI ROM, but it didn't work. I don't know if it just didn't know how to use the Bluetooth radio correctly on the Droid1, but it has been removed on the newer MIUI Roms for Droid1. It was cool looking though.