Overly Complex Consumer Items

I have a fairly good media setup at work, with the vast majority of my CDs having been converted over to OGGs and residing on my computer, ready to be listened to at a moment’s notice. Additionally, I have my iTunes setup on my Powerbook to automatically download the different Podcasts I subscribe to, which gives me even more content to listen to. However, there exists one very large hole in my scheme: I have no access to a radio.
There’s a good bit of topical audio that I simply can’t access from my desk at this point because of this deficit. Streaming audio is not an option in a shared networking environment, as it unfairly saps bandwidth from the rest of the company and many of the radio stations (particularly the AM ones) don’t make their content available in such a fashion anyway. I have an FM/AM clock radio that would suffice, except for the fact that I share a workspace with three other sysadmins, none of whom appreciate additions to the ambient noise.
So, all I am looking for is a cheap-ish AM/FM radio with a headphone jack – not a lot to ask, right? Well, you find me such a beast. Everything apparently has to have a CD drive or a tape deck or some other fol-de-lol whizbang gizmo entirely unnecessary for listening to the radio. Dear readers, do you have a recommendation for me, one that fits a moderate budget and doesn’t do anything more than listen to the radio?