With the new tagging feature, each time you hear a song on an HD Radio station that you like, give the "Tag" button a press. That song is added to a playlist on your iPod, and the next time you sync with iTunes, it will show you that playlist so you can buy some new tunes.
Unfortunately, it appears that this feature will do you no good on non-HD radio stations, since they don't provide the song information. The system also has a lot of other cool features from audio to video capabilities, check it out here.
It's available next month, and will run around $499.