My wife & I have really gotten hooked on this show over the past couple of years--it runs in our market from 8-10 on Sunday nights, and we often catch it on our way home from somewhere. It's hosted by, yes, that Little Steven--of Springsteen/E Street and Sopranos fame--and it's very entertaining to listen to. A lot of 60's Nuggets-type material, punk, and some contemporary rock as well. Little Steven goes for the hipster DJ sound, laidback & funny, and does it quite well. Here's the homepage for the show, including the cities & broadcast times for the show:
UndergroundGarage
The site appears to hold archived recordings of the program, so you can give it a listen if you've never heard it before.