Several years ago I bought a Lexar MP3 player/fm radio about the size of a package of gum which I still use. It also has a built-in fm transmitter for broadcasting MP3s to a receiver for better (louder) playback. The player came with a small telescoping antenna of the kind that used to be popular for automobiles (but only four inches long or so collapsed, six or 7 when extended) that plugs into the headphone jack (3.5mm).

I use that antenna with the Nokia N800 and it receives fm better than the N800 with headphones attached. A very minor downside is that if one switches over to streaming media, one must unplug the antenna or the speakers won't play because the antenna is recognized as a headset by the media player (but not by the fm receiver).