WFMU.org Jersey
City NJ just outside NYC.
It is the only 100% listener sponsored radio station in the country, possibly the world. Nothing compares. They are true "artists of radio" All the DJs are volunteers and they are all music fanatics and scholars. You can listen to archives spanning decades and they have great music library with free and legal downloads. If you give this station some time, you won't be disappointed.
http://wfmu.org/
For Classical Music WPRB.com Princeton University, NJ Monday thru Friday 6am till 11am. Especially on Thursday morning. Just astounding programing
http://www.wprb.com/
For the best in Jazz WBGO.org Newark, NJ All day and night!
http://www.wbgo.org/
You can stream all for free at the links provided.