I totally gotta give a shout out to Yahoo's 'Y!Music LaunchCast Radio'. This totally rocks! You can customize your own radio station for FREE! All you do is set up your radio station by specifying your favorite artists. Then, when they play a song, you rate the song, the artist, and the album. This way you end up getting the music you like played randomly. and they throw in new stuff that they think you will also like so the music never gets stale.
This is of course a stark contrast to Yahoo's 'Y!Music Unlimited' service which was actually very limited in what it can do and was just riddled with bugs and management problems.