I have a XM Satellite receiver with this feature. The installer set it to a frequency he said was not used in Baltimore and it worked fine for several months but then a new station apparently came on the air and I started getting interference. I found another dead spot on the spectrum at the extreme low end of the FM dial and reset the transmitter to that frequency and it's worked fine since, including a trip to the NW.
I looked at one for a MP3 player at Radio Shack but it only covered frequencies 88.1 through 88.9. There are several stations in that range in the Baltimore/Washington area and the salesman said he didn't recommend them for anyone in this area as everyone had problems with them.