What can I expect to hear from a decent analog FM Tuner?

A good FM tuner with a good antenna can sound every bit as good as a digital source. How close are you to the broadcast towers? Are there stations you like nearby that broadcast with a good signal? What are your options for antenna placement (a good roof mounted antenna is optimal)?

As far as how it will sound, yes, it can sound different.  That depends a lot on the tuner you choose.

Here are some places to get more info about tuners and reception - fmtunerinfo and fmfool

It's kind of fun to stream radio stations over the internet, but the majority are streaming poor quality signals and will sound very "digital".  Radio Paradise sounds really good and some interfaces will let you sort by quality of the stream.

I listen to the jazz station in Seattle on my Magnum Dynalab Etude tuner while working.  It's about 50 miles away and sounds better than most internet stations, kind of "tubey", great detail, no static at all.