If you have winamp there are a lot of stations where you can find music in whatever style do you like.
It's called shoutcast Radio, and there are a lot of minoritary stations, a good start for discovering good music, then as the other people said, last.fm, pandora.com or directly going to any of the many netlabels on the net.
Now you can't say you don't have money to listen to your favourite music if you have a broadband connection.
Yahoo's LaunchCast Radio isn't bad for discovering new music, especially if you already pay for their internet service so you get better features.
I just download it... or go buy the cd and copy it to my computer and then to my ipod
