Grooveshark is good too. You can save your play-lists online so it's still there when you clean up the cookies. I'm glad I found this after the MySpace effers decided to ransack Imeem.
http://listen.grooveshark.com/
It's Flash based so it *could* create some lag. One trick I found is to launch both websites in different browsers. Ex. WGT Firefox and Grooveshark in Internet Explorer. Then I access the task manager by pressing CTRL-SHIFT-ESC. and I give full processor priority to the game client (let say Firefox). I prefer my music to be choppy rather than the game.
I do it all the time, whether I play music or not. It improves a lot my meter (smoother).
Rob!