Try “I Heart Radio” or “TuneIn Radio.”
They operate over the internet; no USB device necessary.
I use them at home, and have an Android app for listening in the car.
For music, I like “Pandora Radio.” It’s fantastic.
You can connect it to the audio-in of your computer if it's that important to you, but I'd just use the earbuds myself.
Tablets and USB sticks are digital.
Over the air radio is analog and needs a receiver.
Buy a small AM/FM radio with earplugs. The tablet is not needed.
I use Tunein Radio all the time on my iPhone and iPad. With a Bluetooth ear piece. I walk around the office listening to the radio and no one has a clue.
just down load the I heart radio app and you are good to go
For hand-helds, I think an FM receiver was offered in SD format for Palms about 10 years ago.
You're better off with a separate radio, or through the internet, as others have previously suggested.
Does your tablet have a media player?
If not, download TuneIn, Slacker, WinAmp, VLC or some other app that will work with streaming radio. I would try VLC first.
http://www.videolan.org/vlc/download-android.html
There are several USB TV/FM tuners on the market (I have one myself) but I don’t think there are any AM tuners out there.
The easiest is to stream audio from a 3rd party Web site. But if you are concerned about privacy - or about fees, which some stations charge - then you can run your own Webcast station, just for you and your family. It can be playing MP3s in a preset order, or you can command it to play certain playlists, etc. Look at Icecast if you are interested, but that's not the only known solution. There are probably ten different server solutions, some commercial and some open-source. It takes a bit of setup, but once done it will work fine, and it can stream recordings or live air, TV, police/fire scanner, or whatever else you want at the moment.
Or, as many people already suggested, buy a $5 pocket radio. There is no need to use expensive, heavy and power-hungry tablet to listen to the radio.