Usually, I check a few of the other directory sites first, like:
http://streamingradioguide.com/radio-st ... -state.php
Since these feed urls tend to change a lot, oftentimes, at least one of these sites has caught the change and updated their directory.
If I can't find the current audio feed url at any of these sites, I usually go to the station's website and try to run the feed from there. If I can get it running, I'll check "Properties" on Windows Media Player, or if they hide the true url there, I'll try to view the source file next (right-click on the media player, then "View Source") to find it in there. If that fails, I'll run the Snooper and see if that picks it up. If all that fails, there's certainly no shortage of other stations to listen to on my Soundbridge...