Because I forgot them before, this is a mental note:
Pandora – great for finding new artists/music when you choose an artist you like. Free, no sign up required (but you can if you want). Downside, they haven’t even heard of classical music, much less Telemann or Mozart.
Last.fm – Requires sign up and a download, but it’s worth it. They know what classical music is.
Sky.fm – Mostly classical. Downside: damn commercials. Of course, one can always upgrade to a premium account.