Tips for music:
Firstly, mute the game sound. If you want the game sound AND music, it isn't going to happen.
Europe: Google Spotify. Believe me, you'll most likely like it.
Everywhere else: Best I can do for you is Last.fm. Not great, but it'll do.
Everyone: You could just use your iTunes. But it does come with some lag. The above 2 don't.