GWR had a consortium of local stations largely in the south and south west of England, they were the first major media group to buy up ILR stations and brought in Australian consultants to bring in a format which is common in English commercial radio today. They weren't the first to introduce networking to the UK, but they did it on a large scale.
They later merged with Capital Radio to form GCap and then Global acquired the merged businesses.
And not to be confused with Great Western Railway.
The GWR FM stations were in Bristol, Bath and Wiltshire. Here's an interesting fact, according to Wikipedia...
It should also be noted that GWR's oldies service was originally called Brunel Classic Gold, after the Great Western Railway's founding father Isambard Kingdom Brunel.