Consider the following URLs
http://m3u.com/tunein.m3u http://asxsomeurl.com/listen.asx:8024 http://www.plssomeotherurl.com/station.pls?id=111 http://22.198.133.16:802
The real proper way is to not use file extensions at all. Do a GET (or HEAD) request to the URL in question, and use the returned "Content-type" HTTP header to get the content type. File extensions are unreliable.
See MIME types (IANA media types) for more information and a list of useful MIME types.