Cheating slightly with this one, because I only listen to the radio on the way to and from the train station. In the morning I start out on Triple J then switch over to 96fm for the traffic. I often don't bother switching it back and end up listening to the inane drivel that comes out of the hosts' mouths instead of music. But that means it is still on 96fm when I go home at night, which means Nights With Alice Cooper yaaaaaay!
Alice being ever-so-slightly egotistical always plays at least one of his own songs. He may even play more than one, based on the frequency that I catch them in my 20 minute drive home at different times each evening.
I haven't actually heard this one on the radio in a long time, but I think its my favourite Alice Cooper song so I'm putting it here. I'm not sure why I like it so much - I think I just have a thing for brass instruments? It is Welcome to My Nightmare, the first song on the concept album of the same name.
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(Fun fact: I named my car Ethel after Alice Cooper's song Cold Ethyl ^_^ Ok, slightly morbid but the song is amusing)