Another site pointed to by Ian, a music site that works by listening to what you like, and play back what you might like 
Pandora is the result of The Music Genome Project, a project to answer the question, "Can you help me discover more music that I'll like?". And quite good it is too
It's currently a US only site, in so far that you must be a US citizen to use the service, and so need a valid 5 digit US postal code, such as 94102, in order to register, cough 
There's plans to expand it internationally at some point. In the meantime, move to the States
