KCRW is a great station. They normaly stream a video feed of the performances too - nothing fancy - but decent quality and it's always fun to watch. Plus they archive all the performances - so don't freak out if you miss anything. You can always watch or listen to it later.
If you haven't done so search the archives and you can hear his past performances at KCRW.
Here's a link.
http://www.kcrw.com/sitesearch?dosea...xt=Damien+Rice