OUR FAVORITE RADIO DJ, the all-night talker Jean Shepherd, was the complete opposite of our nagging novelist: an amiable, offbeat intellectual with the ability to get his way through charm and humor. He had a folksy, intimate manner that made his listeners feel sure that he understood them, felt their heartaches and had been through exactly the same thing himself. Many of his fans - and although he died in 1999, aged 77, there are plenty of them around today still playing tapes of his old shows- will tell you, that he always seemed as though he was talking to "me"...