NOAAA Weather radios have two key features:
Tone alarm: The National Weather Service will send a 1050 Hz tone alarm before warnings. The tone will activate all the receivers which are equipped to receive it, even if the audio is turned off. This is especially useful for warnings which occur during the night when most people are asleep.
SAME technology: SAME, or Specific Alert Message Encoding allows you to specify the particular area for which you wish to receive alerts. Most warnings and watches broadcast over NOAA Weather Radio are county or city based Since most NWR transmitters are broadcasting for a number of counties, SAME receivers will respond only to alerts issued for the area(s) you have selected. This minimizes the number of “false alarms” for events out of your neighborhood.
Unfortunately, the helpful broadcasts cannot be heard on a simple AM/FM radio. They require special receivers. While NOAA's National Weather Service staff prepare and produce Weather Radio broadcasts, NWS does not make or sell the radios. They can also be purchased via the Internet from online retailers or directly from manufacturers. More here.