I found him on the internet via TuneIn Radio. Also via Apple iTunes on KDKA (listed as NewsRadio 1020 KDKA from Pittsburgh).
As a nightowl, I've found the corporatization of radio has made it awfully difficult to find anything worth tuning in on an actual radio. Coast to Coast is a monster, on over 500 stations, I think. The other monopoly is the equally insufferable "RedEye Radio" with two rightwing idiots who spend their entire program spouting the usual Republican talking points, cutting off and yelling at anyone who disagrees with them, and telling each other how right they are.
At least the internet provides some escape from the Woo on C2C... I swear that man (Noory) will not be satisfied until the End Times actually occur. He has some of the worst interviewing skills I've ever listened to, and his constant self promotion and hacking for the alternative medicine crowd is the worst. Why that show is popular I'll never understand. Total garbage.
And those podcasts of Thom Hartmann come in handy in a pinch, although I usually watch him on C-Span.
Good luck finding Grayson.