Here’s a list of my findings so far:
Big Bang + Archipel (archive)
Weekly show of the belgian national broadcasting station RTBF, featuring interviews and concerts of upcoming and prominent artists. "Archipel" is a special segment tied to the belgian music libraries called Mediatheques, and showcases new releases off the beaten track. If you're not inclined to listen to the whole show, at least give Archipel a try. I think it's available as a separate download as well.
Le concert contemporain (archive)
Open jazz (archive)
Both belonging to France musique, the two-hour long les lundis usually contains a full-length concert and a selection of new releases. Open Jazz is a good allround look at jazz, from modern to progressive.
New Music up Late (archive)
Jazz up Late (archive)
Both available on the australian ABC radio channel, they're international in scope but feature young australian artists every now and then. Jazz up late is one of the few shows that specialize in progressive jazz.
Back to Europe, this time bella Italia. Battiti (RAI) is a mix of everything from black music to japanese noise art. And it works. The programming is smart, intelligent and funny. I love this show. It's also a good complement to the more classical spectrum of the other entries on this list.
Hear and Now
BBC weekly, international in scope as well as young artists from the UK.
Zeit + Ton
This is a good show from Austria, understanding german could be helpful. Unlike the other shows on contemporary music, Zeit + Ton is more likely to feature regular pop artists as well. I find that refreshing. A little bit of Battiti in there.
All shows contain interviews, but there's always the possibility to skip forward. Also, don't forget that most archives are temporary due to copyright issues. So listen sooner rather than later, or the show might already be gone. At least the music listings stay online indefinitely.