Playlists and Online Radio
Some of my favorite online radio sites --that are free-- include:
Pandora Radio - You can customize playlists by type of music. Only bad thing is, you can't replay a certain song over and over again. It does give you a wide range of music to listen to though.
Grooveshark - Customizable playlists, wide range of music, free. If you sign up for the free service, you get to save individual playlists.
LastFM - Free Service - Can save 1 playlist. Paid Service - Can save many playlists and share with others. Pro - You do get to listen to a lot of different music. Con - Can't really think of one.
Live365 - Listing of online radio stations. Seems to have a good selection.
SHOUTcast Radio - Directory of radio stations powered by AOL.
Slacker Radio - Free radio stations by genre. You're allowed 6 skips an hour if you don't like the song currently playing.
Personally, I'm going to go with Grooveshark and my media player. That way I can get a good variety of music going and can access it anywhere.
Add your own favorite online radio stations to the list, the more the merrier.
Jenn