What i personally have is a Sports Walkman WM-SXF44. Basically its a Walkman with am/fm. I use an aux cord to plug it into the headphone jack and directly into the amp I use. Pretty cool since I can adjust the sound of the radio directly from the Walkman, and since it's a tape player there's other stuff I can do.
An idea I've been thinking of is recording the noise from my synth onto my looper pedal, then plug in my Walkman into my setup using an 3.5mm to instrument cable. But usually what I do is find grainy stations playing either music or some radio talkshow, then go from there. Just straight radio static is also an option, but I have enough noise through my synth.