I've had many a personal radio, or radio incorporated into a MP3, CD or cassette player, but the radio reception has always been "poor" or at least, a lot worse than any car radio or house radio / hifi receiver etc.
I've played about with different configurations and lengths of headphone cable, investigated specialist books on antennaes, but can never get something that gives clear FM reception all the time.
If I change orientation within the same 2 square feet (i.e. my feet) reception often fades. On public transport, reception fades as you move from one frequency to another and you have to retune to more hiss/static until you get well within the new frequency area .
None of this happens to a car radio unless you pass well out of range of the "local" radio frequency, when you then have to retune to a national station.
It's nearly 2010 godarnit. Why hasn't this shortfall been recognised and addressed.