With all radios reception depends on location, then receiver sensitivity. Most portable radios get away with a basic telescopic aerial ( for fm ) since the radio itself will only have a small cheap loudspeaker and the overall sound quality, although acceptable, is not exceptional. For am reception all radios including music centres will use a ferrite rod antenna normally located inside the unit. This will suffice for all am stations in Britain and at night quite a lot on the continent too.
They will tend to be used in poor listening environments such as kitchens, offices, outside where audio quality is not really expected just as long as you can hear the tunes.
The music centre type fm radio is designed to be used in a quieter listening environment such as a living room and will have stereo speakers. The tuner unit will be of generally higher quality and have greater sensitivity than a cheap portable radio. These units will come with a cable type fm aerial which can be deployed to get acceptable reception to get you started. Most people make do with this but some may go to extra effort and put up a loft or roof aerial. Whether this is worth it depends upon where you live (reception area) and which station you want to listen to and how serious you are about radio quality. More distant fm stations will require a better aerial than the one usually supplied. More advice can be found on the BBC reception website.
http://www.bbc.co.uk/reception/
Ther are some recent advancements in listening to quality radio. The first was DAB launched in the 1990's covers much of the UK and Europe but can be patchy.
Next is satellite and Freeview. Loads of stations on Sky (80+) and other sats, quite a lot on Freeview too.
http://www.f