The RTL-SDR stick can pull in I-Q samples at 2 million samples per second, giving an effective bandwidth of 2 MHz (rather than 1MHz, as the quadrature encoding effectively doubles the sample rate so this doesn't violate the Nyquist theorum).
This is far wider than needed for FM radio reception (200 kHz) but still too narrow for analog or digtal TV (~5 MHz in the case of NTSC, the same for its digital equivalent ATSC). The stick itself can demod european standard DVB TV signals using its internal hardware, but you'll have to swap out the kernel drivers each time you want to go back and forth.
To demodulate the FM signals, you'll need a software defined radio package. The easiest way to accomplish this is using the Python-based GNU Radio. Be aware that you are going to need some knowledge of basic communications theory in order to understand what's going on. The RTL-SDR community has some excellent demodulation examples to start you off.
EDIT: I just saw you mentioned that you want to demod AM signals. They are out of the frequency range of the SDR, so you'll need an upconverter.