I second the recommendation for Magnatune.
I discovered Magnatune when Amarok integrated Magnatune playlists (for download or stream). In Amarok you can search through all of the artists by name or genre and listen to streams of all of the albums and songs for free. Amarok also integrates the ability to buy and download songs directly from Magnatune.
If you go to the Magnatune website, you can download "low" quality songs and albums for free under a Creative Commons license for non commercial use. I listen to many of these at work, and the low quality versions are as good as or better than most internet radio streams. You can also download high quality versions of albums in many formats (wav, flac, mp3, ogg
There are tons of artists there, known and unknown. I recently found out a favorite group (Zilla) has started distributing their albums on Magnatune as well. FWIW, I first heard Zilla at a local venue here in Hood River OR (BFE) last year, and I am now a frequent buyer of their material.
A good place to start is to check out some of the compilations of Magnatune artists. DJ Cary has put together several comps, and Magnatune has several of their own as well.
http://magnatune.com/artists/albums/
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