The world of Liberty City always seemed so different from other games and this game is no different. Especially considering that most of the games around this time happened much earlier in the past so music and radio are likewise different. My personal favorite for the music is Liberty Jam featuring such artists as DMX, Big Pun, Redman, Method Man, Mobb Deep... But as far as DJs go, I love Flashback with Reni from GTA Vice City Stories.
Whenever I feel goofy I turn on Double Cleff FM for some big hits by Mozart or Verdi, but in general I only listen to MSX 98 and Liberty Jam.
Liberty City News, because it brings you up to date with the stuff happening in the story, and it creates a sense of immersion because you would be able to feel like you have accomplished something in the game. Also, lots of missions, after you finish them, often have something to add in the news, like killings, events, and sometimes even hints to your next mission. I like it, and it makes the driving more fun, comparing to just listening to music. I don't know, it just keeps me entertained.
I think you're confusing something because Liberty City News wasn't an actual radio station, but a news bulletin which popped up on whatever radio station you were listening when something major happened in the game.
I love GTA because of the radio stations. This is a cool feature in the game. Most of the open world racing game does not contain this feature. There are many radio stations in the game and all are entertaining. Among all the radio stations, MSX 98 is my favourite. It's the best radio station in my opinion.
