[citation][nom]dark_lord69[/nom]I'll stick to Pandora[/citation]
The problem with all these other sites is that you need to stream. Unlimited data plans in the US are about to disappear. Zune is both beautiful, priced decently, and does not require streaming to enjoy. I currently have a WP7 Focus and the experience has been great. All the while not being a pirate.
And the best part is you can sample entire albums and decide if their are other songs worth grabbing right when you want it.
FYI I do also carry accounts with Pandora, Last FM, and Digitally Imported so I am familiar with those sites.