This looks to be the ultimate page:
http://www.mikebentley.com/bike/radios.htm
I think I'm going to try out the Emerson Bicycle Radio even though it's pretty big, it's only $15 +shipping at the Emerson website -- ironically it bid for 22+shipping on ebay, and others have starting bids up near $30.
I'll let you know what I think when I get it.
oplo