Houston has some of the best radio stations and shows in the world. If you're into music off the beaten path, then Houston's airwaves have something for you, from experimental to punk to goth to metal (death, black, thrash, viking, speed, etc.), industrial, grindcore, death rock, hardcore, post punk, oi!, indie rock, straight-edge, e.b.m., d-beat, noise, crust and beyond.
This is a group for people into more intense and underground, non-mainstream music (IE: no rap, pop, country, etc.); who like to hear it blasting out of their radio from a real station that they can listen to in their car if they want (IE no podcasts, online radio shows, etc).

Here are a few of the best radio shows in Houston (in alphabetical order):

deadthyme (myspace): punk/ industrial/ goth and all it's many subgenres; mixing brand new underground bands with hard to find old out of print classics.
3 AM to 6 AM Sunday nights/ Monday mornings (whichever you prefer to call it) on KPFT 90.1 FM.

Ejacula (myspace): most all forms of metal (except glammy type stuff); also other heavy stuff like grindcore, metalcore, industrial metal, etc.
3 AM to 6 AM Thursday nights/ Friday mornings (whichever you prefer to call it) on KPFT 90.1 FM.

From the Depths (myspace): Only the brutalist forms of metal (death, black, thrash) mixed with some old school classics.
10 PM to 1 AM Sunday nights on KTRU 91.7 FM.

The Genetic Memory Show (myspace): Experimental, noise, college, dark ambient, power electronics, soundscapes, etc.
Monday nights 10 PM to 1 AM on KTRU 91.7 FM.

The Mutant Hardcore Flower Hour (myspace): Punk rock through the ages, with a focus on classic U.S. (Dischord, SST, etc.) punk rock, but also including hardcore, post punk, and offbeat underground music that falls between the cracks of punk and indie.
Thursday nights from 10 PM to midnight on KTRU 91.7 FM.