Radio 3 - World Routes, Late Junction (world/ new music), Early Music Show, Composer of the Week (in-depth look into one composer's work), Night Waves (thoughts, poetry etc), Hear and Now (new music). All great shows.
Radio 4 will often have the odd documentary that's worth listening to, plus Desert Island Discs (not available online).
There's a brilliant archive of World Music shows
here that I'd recommend.
EDIT:
http://www.bbc.co.uk/programmes/b00n1qtx - a session with Talvin Singh and Niladri Kumar. The last piece they did was very special indeed. I don't necessarily rave over either musician, but I probably will now.