one thing thats exposed me to a lot more artists has been sirius(although im sure xm is the same) satellite radio. having a lot of the artists u generally dont hear on mainstream is a big increase. i hear so many bands i havent heard of that i like and they find their way onto my zen micro. its just about exposing urself to as many sources of music as possible. in time you will discover some new bands.
apart from satellite radio (worldspace is great btw....even here in India), u could always logon to any of the major online radio stations and just listen to their international station...they have lots of good stuff on there...
I just talk to my friends and see what they are into and go from there. I also play a ton of music based games like DDR and see what songs I like that I get in some of these huge megapacks (Which is how I found out about the UK band Dragonforce). I also listen to what is played at partys, school dances and other social events that involve a lot of music. Also, there are some nice warm up groups that I have heard at concerts that I have wanted to buy CDs for.
Sites like myspace and purevolume are pretty good to discover new artists and bands.
I listen to the radio, a lot. For example I discovered ogres de barback on the radio (im French). My friends and I have differents tastes of music, I really like old rock and they prefer rap or hip hop. We can spend hours talking about music!
Things like Shoutcast are good for the online stations, there's a huge variety of music to choose from. I used to use magazines to find things similar to what I already listen to, these days I like sites which let you preview the mp3s before you buy from them.
Well I'm not 100% sure anymore but what I use to do was listen to a lot of the college and university stations as more of the public-supported radio stations usually have lots of imported music on the station during different times of the day.
Blogs and MySpace 4eva!!!!!
Until some one just finds a way to shove music theat I'd like into my ears.