listen.grooveshark.com/#/

Listen to any song in the world for free. Create free internet radio stations. Search for free mp3's to stream.

www.pandora.com

This is a music on demand service but is currently restricted to the US.

www.rdio.com

Whatever you’re up to, Rdio has free music stations to fit the moment. With Rdio Unlimited listen to playlists, albums, and millions of songs, online or off.

www.spotify.com

Spotify is a digital music service that gives you access to millions of songs.