Here's a cool thing Tard Patch turned me on to: Yahoo! Music . It kinda works like Netflix. You rate artists and songs you like, then use LAUNCHcast to listen to your very own radio station. My station is here.
A couple of obvious downsides. You can find Steeplejack and Superhopper. No Natty D or Magnets for Bad Energy. There are few commercials, but the ones that are played you hear over and over. Firefox/Mozilla is not supported on Windows. (Ugh!) Still, it's worth checking out if you've got high speed internet and want to program your very own radio station...