Basically, all you have to do is create a smart playlist with kind contains "Stream," and you will have a smart playlist updated with any streaming audio in your library. You can also use this with "does not contain" to do just the opposite if you do not want streams to show up. You can also create lists by genre (talk, comedy, etc) or bitrates to narrow the results even more.
If you would like to take streams from the "Radio" source provided by iTunes, you can use a similar trick by matching kind with "URL," since the streams are basically links to external playlists. You can then drag your favorite streams to your library and they will be added.
To have all the streams that you have added from elsewhere and favorites you have dragged, you can simply combine the two and match either "Stream" or "URL."

