Looking for small docking station w/am-fm radio and alarm. Cannot find unit that holds 4s or later version iPhone.

my personal opinion:

get a bluetooth speaker

Costco was, and may still be selling, the iHome Model iD95.... I think this model is only carried by Costco. Other retailers such as Amazon.com sell the iHome iD83 App-Enhanced 30-pin iPod/iPhone/iPad Alarm Clock Speaker Dock. See the description of this model at Amazon.com. Both my model and the one on Amazon.com are described as a HOME SYSTEM for your iPad. It has a dock on the top of the AM-FM Radio which will accommodate either an iPad, iPod or iPhone (up to model 4s). If you have an iPhone5 or newest iPad, you can get a "30 pin to lightning" adapter to accommodate. I just got an iPhone 5, and ordered the "30 pin to Lightning" adapter, so that I can once again use my iPhone on the dock. It has 2 alarms, and numerous other features, including a battery backup, digital display, it charges your iPad/iPod/iPhone, and it has pretty darn good stereo speakers. It's easy to adjust the base and treble. Price when I bought it in September, was $79.95 and there was a $20 coupon. It is easy to program music or Pandora from an iPhone/iPod/iPad, and can even program for music or Pandora before going to sleep and shuts itself off at a specified time, and then can turn on the radio or an alarm, or music or Pandora at a specified time in the morning. I'm happy with it.