The cheap and fast answer is the Sony XDRF1HD. Usually around $100, but I got one for $50. You'll find hardcore hams and radio geeks raving over it. It has a remarkable tuner and sounds terrific. One of the truly great bargains out there.
If you want to get into the old-school tuners, consider ones from H.H. Scott, Marantz, Yamaha, McIntosh, and Magnum Dynalab. All made or make some wonderful tuners. You might want to nose around www.fmtunerinfo.com for more detail and specs. I run a Scott 350B because it's an all-tube FM multiplex (stereo) receiver. Sounds great and tubed multiplex tuners were only made for a few years before chips took over the market. I keep a 1946 Hammarlund HQ-129X alive for tubed AM and shortwave reception. Fine old boatanchor.
Another route you might want to take is picking up a communications receiver. You'll find good ones from Kenwood, Icom and Yaesu. You'll get AM and FM, but also shortwave, amateur bands, and most of the spectrum save for military and cellphone frequencies. Lots of fun to spin the dial and hear propaganda broadcasts out of Cuba and other goodies. I use an Icom 756ProII. A transceiver (I'm a ham) but love digging out obscure signals from all over.
One big consideration is an external antenna. I like Antennacraft - good quality and prices are reasonable. The antenna is about half the equation in getting good reception, so take a little trouble to put one on the roof.
But unless you want to geek out over tubes or pick up a cool-looking older tuner, that cheap little Sony is about as good as anything out there. Advances in technology really paid off in price and performance.
