Well I have a solution, it's not a command line program but does everything else I need - it's called radiotray.
I think it confirms my faith in the old Unix philosophy of small tools that do one thing well. *All* it does is play internet radio streams, no attempt at a GUI (it's a tray app, hence its name), the whole interface is just a way to build a list of station names and a way to select one.
It plays the BBC's .asx streams 'out of the box'.