Your phone has been holding out on you.
Believe it or not, your model might have a built-in FM radio receiver. And you don't need to do any jailbreaking or violate any terms of service to use it. You just need the right app.
Before we dive into the specifics, let me answer your inevitable questions: Why would phone manufacturers include an FM tuner and not tell users about it, and why bother with an FM tuner when countless apps can stream FM stations from all over the world?
The latter is easy: Streaming consumes data while a tuner does not. (Or, at least, not much -- see below.) Streaming also requires considerably more power than a tuner, meaning your battery will die more quickly.
Additionally, I've found that apps like TuneIn and iHeartRadio don't always have all my local stations. With a real tuner, I can pick up anything that's in range -- and enjoy compression-free audio to boot.
As for why phones have FM tuners at all, my guess is that Google's Android hardware specs include the feature, even if the OS itself doesn't offer any way to access it. And phone manufacturers probably don't see it as a big value-add, so they don't bother to develop or include a compatible app. Thus, the FM receiver remains deactivated.
Tune in radio
Fortunately, there's a free app that can activate it for you: NextRadio. Before you install it, check the list of supported devices, which includes phones from LG, Motorola and Samsung, to name just a few. (Make sure to note the carrier as well. Although my Samsung Galaxy S6 ($179 at Amazon) is on the list, it's a Verizon model, and therefore not compatible.)
If your phone isn't on the list, there's no harm in trying the app. (If it doesn't detect an FM chip, it'll offer to let you stream stations instead.)
Assuming it detects the chip, there's only one other thing you'll need: an antenna, which can take the form of any wired earphones (or a stereo cable -- basically anything that plugs in and has a wire).
Fortunately, you don't have to restrict yourself to listening through headphones. The app lets you toggle the output to your phone's speaker. Alas, output can't be directed to a Bluetooth speaker.
NextRadio does consume a small amount of data because it retrieves station logos, album artwork and the like. If you want to operate it totally data-free, tap the Menu icon, then Settings > Interface > Switch to Tuner Only Mode.
Although NextRadio is free, it's ad-supported -- and there's currently no option to eliminate the ads. That small gripe aside, what could be better than unlocking a cool new feature you didn't know your phone had?