This has to be mine.

http://www.youtube.com/watch?v=D0EGozm1TsA

This is always the one which leaps first to my mind: https://www.youtube.com/watch?v=SuFbsNDPXKE

This also.

http://www.youtube.com/watch?v=HrMbxzLLcvs

lol, fernando's new beginnings was classic! :)

I only ever listen to ChatterBox

I listen to x-radio on san andreas, if only for this.

http://www.youtube.com/watch?v=SbzwZKK-XTQ

Clucking Bell

Flash FM and Wave 103 are my favourite music stations. Of course, the talk stations are where it's really at.

"That last guy was so full of crap! Everyone knows.... women are made from sand!"

"But I happen to be proud of my human body, as much as I am proud of my flowers. When they are blossoming, I like to take pictures of 'em. When I am blossoming, I like to take pictures of it!"

Lazlow: "Alright, hello, you are on Chatterbox."
Caller: "Hello Lazlow, I'm a first time caller. I recently moved to Liberty City from Hampshire, in England."
Lazlow: "Oh really? How do you like it? I mean, is it hard to get used to the language? Y-you speak English pretty good."
Caller: "Oh thank you Lazlow. Yes, yes I do like it here. There's one thing though that's very different and rather worrying. When I was a boy in England, I had a nanny. She was very strict, Lazlow."
Lazlow: "Yeah, well, I mean there's excellent child-care here in America, eeerr...you know?"
Caller: "Well, well I'm sure. But, but the thing is Lazlow, when, when, when I was a naughty boy, I, I, I...I would get spanked. N...nanny...nanny would spank me...when I was naughty, and now...now Freddy needs a nanny, because when Freddy's naughty, he needs to get spanked."
Lazlow: "Well, there's some child psychologists, who'd probably say that spanking can be harmful to a child's emotional development."
Caller: "Ab..ab...absolute rot, Lazlow. It's lovely. Freddy needs a nanny. He needs a nanny Lazlow, because Freddy's been a very naughty boy."
Lazlow: "How...how old is your son?"
Caller: "Excuse me?"
Lazlow: "How old is your son?"
Caller: "I don't have children! I can't stand the little brats! But Freddy needs a nanny..."
Lazlow: "Alright, that's enough of him! God, who gave this guy a greencard?"

Caller: Wow, I got through! Uh, Lazlow, I think your last two callers are a perfect example of manners in this city! People are rude, and they don't seem to care about anything but themselves. Perfect example: the other day, I stopped at the store to pick up an exercise bar because I hadn't had breakfast or lunch. So I go up to pay, and the lady's like, "A dollar twenty-five please." So I get out my checkbook, and this guy behind me is like, "Oh come on lady, you don't have two dollars?" And I said, "As a matter of fact, I don't! I spent my last two dollars last night buying gas at these ridiculous gas prices. And besides, who are you anyway? Can't you see that I'm wearing my 'I walked for the cure' T-shirt?" People are so inconsiderate!
Lazlow: Well, you'll get no argument from me. I mean, I get every inconsiderate moron in Liberty City calling into this show. I mean, people think that I have no feelings what-so-ever!
Caller: Exactly! Another perfect example: the other day I'm over at the hospital to have my lunch with my girl friend Cherice, and this maniac comes right up on my bumper, flashing his lights, and I'm like, "Hey guy, the light is red, you can't just come up behind me honking and flashing your lights!" Then he gets over this *megaphone* and says, "To the woman in the teal Maibatsu Monstrosity, please move to the side!" Can you believe it? I mean, who has a *megaphone* hooked into their car? People are sooo obnoxious these days! And rude! I mean, I tell my nanny to teach my kids some manners.
Lazlow: You know, I think that's a lesson to us all! All right, hello next caller, you're on Chatterbox.
Freddie: Hello Lazlow...
Lazlow: ...ugh...
Freddie: ...did that woman say she was a nanny? Because Freddy needs a nanny because he's been a very naughty boy...
Lazlow: *Nooo, no nannies*!

My favourite part of all the GTA games was the radio, but I can't actually remember all of them well enough to quote here :S

Instead I'll just wait for others to post links...

You can find many radio advertisements on a Rockstar web page dedicated to them. Its homepage (with the song as background music) is also awesome.

Brown Baggers

Yes, that's Saints Row 2, shut up.