For getting exposure to new music and artists, I am thrilled with
http://www.last.fm
Its free, and with the benign audiocrobbler plugin (also free) you can keep track of everything you listen to.
Audiocrobbler updates last.fm as to your listening habits, then, using collaborative software (like amazon's buying suggestion bot) feeds you an individualized 128kbh stream of suggested music. You vote these suggestions up, down, or skip, which then further refines the suggestions.
If you are willing to pony up for the $3 a month subscription, you then have access to your own "loved tracks" station, you also have access to other members' loved tracks stations.
I have found many artists there that I now treasure.