I assume you mean things like Napster and Pandora ?

Both are good services and I subscribe to both. Pandora is very good at finding you new music that sounds like music you already like. Napster is good for finding music by artist/album etc or by finding new music by listening to their top 100 lists.

Pandora has a couple of downsides. The most important being that it is only available in the US. It takes me great hassle to work around their restrictions and get to listen to it in the UK.

The other Pandora downside is it carries relatively little content for each artist. Also, you can't just listen to what you want to, you tune into an "radio station" based around artists/tracks that are similar to an artist/track you have chosen.

With Pandora you can vote on tracks to say whether you like them or hate them. That helps it build up data on what to play to you.

Napster is much less clever, but on the plus side it carries many more tracks for each artist it lists and also you can choose to listen to whatever you want (rather than the radio station approach that Pandora takes).

At the moment they are both streamed to Squeezeboxes at 128k, soon Pandora should be streamed at 192k. Napster is 128k WMA though, which means the quality is better than 128k MP3 would be.

The integration with these services it very good. Whenever you are playing music from your local music library there are always context menu items on the track to take you to Pandora or Napster for that artist or track.

There is also last.fm, which takes yet another approach. You can set Squeezecenter up so that every track that you listen to gets reported to last.fm, which they then use to build up recommendations for tracks/artists to listen to. It also has the love/hate voting when listening to tracks via last.fm

Like Pandora they take the radio station approach. I believe if you subscribe you can pick what you want to play, but I only use the free version. last.fm is 128k MP3.

All the services have restrictions on which countries they are available in