I used my Grundig FR200 in last summer's blackout in NYC. It worked great.

I also bought a smallish Sony SRF-M37V a while back. I like it a lot, especially the digital tuning (very accurate). In a size that's just as small as many other AM/FM radios, this radio give you the bonus TV and NOAA Weather bands. When it comes down to a need for info in an emergency, the more the better....right? Not bad for $25.