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
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

