Pandora

If you haven't heard, read about, or checked out Pandora yet, do yourself a favour and click that link. It's really quite amazing. You type-in a name of a song or artist, and the site creates your own personal radio station. It plays the whole song, breaking down and explaining why it chose the song. You can tweak it and plug in as many artists as you like, and it always saves your station every time you go back to the site.