I read about Pandora today and have been giving it a try this evening and I have to say it's something I might even pay for if I had to, which I don't, as long as I can live with some ads.
I created, in effect, my own Sonny Rollins, Charlie Parker and Duke Ellington Web radio stations. They don't actually play only Sonny Rollins, Charlie Parker and Duke Ellington. They play some, and a lot of other stuff like Sonny Rollins, Charlie Parker and Duke Ellington. It's a pretty diverse mix, including some fairly obscure stuff. You can thumbs up or thumbs down things to refine what you get. There also are links explaining why you're getting a song, which helps in the refining process, and links to buy songs from iTunes and CDs from Amazon as well. Nicely done.