What's your favorite to listen to?
I used to listen to Phoenix's dance radio station (Energy AZ 101.1/92.2) all the time until it was sold and switched to a classic rock station, which was soon after shut down to poor ratings.
Then I listened to XM online for the durations of my two free subscriptions.
Then I had a short stint with yahoo, bleh, yuck.
Have listened to Digitally Imported off and on for a few years, it's pretty good most the time but a few years ago was pretty ballin' 24/7. (http://di.fm) Still good for a change up, HUGE variety of dance/techno stations, they cover everything pretty much. Can even specify vocal/non-vocal.
Another great radio site, that covers literally everything, is Live 365 (http://www.live365.com) and they have genres for everything, then they have lists off all the stations playing the music, the quality of their broadcast, etc. Many commericals but it's not too bad, and sometimes you get locked out of stations that are too popular or in their rotation. These problems easily remedied by purchasing a subscription. The stations range from online-only to over-air stations from all over the us streaming their broadcast online as well. Many good celtic/holiday stations here.
Lately have been pretty stuck on Pandora (http://www.pandora.com) but it's downfall is it's only limited to 40 free hours of music a month, commercials included. You can lift that by purchasing a subscription. It's got a 'smart' interface that tailors the music towards the user's preferences based on voting to like (thumbsup) or dislike (thumbsdown) a song. 'Liking' the song will bring up more of similar bands/ songs and 'disliking' will not play that song again. Takes a bit to get it going for the pickier users, but it works pretty well.