The range for most AM stations is greater than for FM, especially at night. The longer range, however, can cause stations to interfere with each other. AM can pick up noise from things like storms and power lines. Try reducing the treble to reduce this noise.
FM stereo will give you the best sound, but FM signals will reach only about 10 to 40 miles (16 to 65 km). Tall buildings or hills can interfere with FM signals, causing the sound to come and go.