I've just found out about Spotify - a wonderful (newish) music streaming application.
You download a little application to your PC, which then allows you to search for songs hosted within Spotify, create playlists of these tracks and listen to them from your PC. It's sort of like good quality internet radio where you get to choose all of the tracks.
There's three ways of accessing Spotify. You can either pay £10 a month, pay 99p to listen for one day (24 hours), or use it free of charge. The only downside with the free version is that ads appear on the application (which, for most of the time, you'll just have minimized anyway so you won't see them) and audio ads appear roughly every 20 minutes between tracks. These audio ads are quite short - about 30 seconds long - and occur reasonably infrequently so they're not intrusive. In fact, they're nothing like as annoying as those on commercial radio stations.
To be honest, I'm not sure why someone would pay a tenner a month for this when the free version is almost as good.
There's quite a selection of tracks and albums listed on Spotify, although obviously I haven't done anything like a thorough search. I did notice that Pretty Hate Machine by Nine Inch Nails and Octopus by The Human League weren't listed but everything else I had a look for, including recent albums like Lily Allen's It's Not Me It's You, was.
Okay, the downside of this is that you need to download and run a little app and be constantly connected to the internet in order to stream the music. You don't download the music files to your machine, which means you can't transfer them to a blank CD or to your MP3 player.
Still, you do get to listen to the music you want for free!