The only reason one would have an individual app for a station is either convenience or because that's the only way to hear it. Otherwise, if one were to have individual apps for every single station, that would create a lot of clutter!
TuneIn is the best all-around for most radio stations. It allows you to listen to stations from all over the world that stream and allow TuneIn to aggregate them, as well as many web-only stations. There are a few companies in the U.S. that don't allow TuneIn to access them, as they have their own apps to tune in their stations. Clear Channel has IHeartRadio (which also includes stations owned by Univision, EMF, Tribune, and soon Cumulus), CBS has Radio.com for their stations and even Townsquare has their own app.
Then, of course, there are the Pandoras, Slackers, etc. of the world.
Best bet for radio would be to have TuneIn (because the selection is incredible) and IHeartRadio (selection not as good but it's a really good, stable and easy-to-use app).
As for stations changing format, it depends on the stream. If the stream link changes due to change of owner (like with Merlin's ongoing format change in Chicago for 87.7), then you may have to seek it out again. Often, the stream link stays the same (like with Clear Channel).
