I really enjoyed MSN Radio for a while, and even paid for the subscription to MSN Radio Plus.  I gave up on it, though, after Windows Media Player updated to version 11, because the interface changed pretty dramatically, and it was brutally difficult to even find MSN Radio with WMP 11! 

Coincidentally, I ran across Pandora Internet Radio around the same time.  Pandora works by letting you choose the individual artists (and even songs) you like.  Then it plays music from that artist and similar music from other artists.  You set up radio stations, with different kinds of music, and it remembers what you like and dislike (you can give each song/artist a thumbs up or down).  Best of all, it's ad supported...meaning it's essentially free for the end user/listener. 

I got a troubling email from Pandora last week, though (don't get the wrong idea, this was a pretty unusual circumstance...there is no SPAM from Pandora).  Apparently, the music industry is trying to get fees raised for Internet radio stations, and Pandora was asking for its listeners to help out by calling their congressperson.  Hopefully, Pandora can survive the new legislation, however it comes out.