Obviously, seeing as they are radio stations. Rockstar usually goes through pains to appropriately pick contemporary and appropriate music for each station. Special mention goes to K-ROSE in San Andreas. It's country, but somehow it works when you're driving through the woods.
To get an idea of just how much this trope applies, look up the YouTube video for any song ever featured in GTA Radio and check out the comments. If you can make it through the first page without seeing at least three comments about GTA, you've reached the low end of the spectrum.