maybe I'm missing something but what about surfing Shoutcast for classical, and using a simple free media player like winamp? It's all free, no subscrition or software fees.

I listen to internet radio, non commerical, non stop. I search for music genre via shoutcast, test a few search results out and voila, music to my taste as much as I want it. I have it set up both on a regular pc with speakers and a decent sound card, and also on another computer with an optical sound cable that goes into the home theatre.

http://shoutcast.com/ I've found all sorts of cool stuff - the powerdown bulgarian down tempo station; radio paradise, african stuff... the classical search brings up tons of options.