I've been a huge fan of Pandora (www.pandora.com) for a while. I've listened to it almost daily. Today I just discovered Slacker (www.slacker.com). Competition amongst internet radio providers is getting good... & my music purchases have decreased exponentially.

Both Pandora & Slacker have mobile apps. 3G networks allow high-quality streaming anywhere (I have an iPhone).

Slacker even has its own portable player: http://www.slacker.com/products/portables/

Technology is crazy, but I dig it.