I have never listened to Catholic Radio before, but now I must say that I truly did not know what I was missing. It is absolutely amazing. Because I also like EWTN, I am going to compare the two so maybe you can get an understanding of the difference. EWTN to me seems like it is a combination of two things: 1) Church Teaching and 2) Apologetics. Basically, that's what we get all the time, and that is great on one hand. Catholic Radio, on the other hand, is in general a collection of shows where people share their own life experiences (not journeys, but just events in their lives from day to day), the latest news in the Catholic Church, and they have people call in to exchange thoughts and feelings about their daily lives. There is also some Catholic comedy that goes on, especially in the show called "The Catholic Guy". It's actually much better for me to just sit back and listen to, since most of what EWTN has to say I have heard over and over again - this is more applicable to those who are comfortable in their faith and just want to hear exchanges of Catholic daily life.
No one should take this as me saying that I don't like EWTN, I just think both these formats serve a very different purpose. The Holy Father does an ad welcoming listeners to Catholic Radio as well, which is really awesome since I love his accent!