Denis Leary (“Rescue Me”) and Elizabeth Gillies (“Victorious”) star in the new FX series “Sex&Drugs&Rock&Roll,” a comedy about an aging rock band trying to make a comeback. We asked them to host and curate a station filled with their favorite music, which ranges from The Rolling Stones to Alabama Shakes to Joan Jett to The Clash…and a few surprises. Denis (who is hilarious as usual) uses some language that is quite, um, RAW, so listener discretion is advised.