I'm guessing a lot of you will already know about this, but I haven't found it mentioned on these forums so here's the best thing on the internet....ever... (Disclaimer:imho)
www.pandora.com
Create your own radio stations by adding the names of bands/songs you like and start getting their tracks played to you.
But the clever bit is that it's part of a project to attempt to "classify" music, which means that it also plays you stuff you didn't ask for, but which it "thinks" you may like.
You then give the song a
or a 
and it adjusts the music played on that station to suit your taste.
Scarily it's quite good - I've found loads of great music I never would have come across if I was just using the iPod.
...oh, and it's completely free.
P.S.
Setup different stations for the different styles of music you like(heavy/pop/whatever). It does get confused if you say
to Clutch then to Portishead - the last time that happened the damn thing went on to spend an entire friday afternoon utterly convinced I would like to savor the varied and magnificent output of "Gloria Estefan and the Miami Sound Machine".