Listening to the radio at home has shifted from regular radio to internet radio, to Last.fm in particular.
There are days though, that I leave my laptop at the office (have not switched to a lightweight Macbook Air yet!) and in that case I have no alternative computer to tune in to Last.fm… till now!
I just discovered a small application called Mobbler.

Mobbler is a Last.fm player and scrobbler for S60 devices and although a bit limited and buggy, it works perfectly well.
I downloaded the app directly on my N95 over wifi from the Google code page, installed the app, logged in with my Last.fm account and there you go! Hooked it up to my stereo set and had all I wished for.
Interface is a bit strangely designed and is messed up in landscape view, but it does the job. It even runs in the background, yet does not display the current track in the standby screen then, which would be a nice feature.
While posting this I see the Pound Sterling character on the left d-pad click and realise I have not tried that yet. Will update when I know what it does.
To use it over 3G (also possible) is maybe a bit too costly, but in a wifi environment, this is a perfect solution. Moreover, with this radio on your N95, you have no need to hook up the headphones.
Great app, great solution.