The IMDB page for GTA4 shows that Niko is played by an actor, Bruce Kronenberg. Among his past work is a credit as 'Voice' for Rockstar's 1999 release, GTA2 (Grand Theft Auto 2).
Radio station K-GBH, voice of the Russian Mafia in GTA2's third level, is broadcast in 'fantastic medium wave' and features a hapless and heavily-accented Russian DJ trying to get a show together despite failing equipment and the aftermath of the previous night's heavy drinking. Listen to a clip:
Does this DJ sound like the voice of Niko? Remember, this was 1999...so he'll be a little older, and I'm guessing the actor (whoever he may be) is really hamming up the accent for comedic effect.
Thoughts?
UPDATE At the time of writing, IMDB was incorrect. The credit in the booklet accompanying GTA4 does not credit Bruce Kronenberg, instead Michael Hollick is the actor.
All I know is, whoever the DJ's are, and whatever the music they're playing is, the radio stations are going to be brilliant, and hilarious, as usual. Plus, in GTAIV you can listen to them on your mobile phone. Does that count as a spoiler?