I'd just like to add that "m3u" and "pls" aren't streaming formats per se... they're playlists. As Sjgadsby sort of hinted at, they contain a list of one or more servers, which are almost always in mp3 format. A minority of m3u and pls might be stations that stream Ogg Vorbis, AAC, or another audio format, so just looking for pls/m3u isn't guaranteed to give you a working link. Winamp and iTunes can both play AAC (and in Winamp's case, Vorbis, FLAC, and some others), so they aren't great indicators of compatibility either.

That said, 99% of the live audio streams you find on the net are in mp3 format. If you fan find a playlist or mp3 stream link, you should be in good shape.