If you still have an old TV antenna laying around (or already up in the attic, from "pre-cable" days, they are good FM antennas (since the FM band is basically buried inside of the VHF boradcast band).
The attenuation in your walls can vary with the type of material. Aluminum siding is not good (serves as a bit of a shield), so having the antenna up in the attic, hopefully with the roof shingles or tiles between it and the transmitters, rather than the siding, will reduce the attenuation somewhat, as well as provide some additional height.
My house is stucco, applied over a chicken-wire like screen. I think this probably adds a fair amount of attenuation. But the bigger issue where I live is all of the hills taht are in the way.
But you're right - not only is the fancy receiver worse than my car radios, it's also worse than cheap clock radios. Something is still wrong with that picture, since the clock/radio is getting the same signal as the fancy receiver with "T" dipole antenna attached. My conclusion is that the tuner sections of most receivers are incredibly cheap, with poor sensitivity that is not even as good as a clock/radio. In fact, it would be nice if clock-radio's had a line-out jack, so you could feed them to your receiver's pre-amp section. It would probably sound better.
