Christopher Breen, writing for TechHive, offers an exhaustive look at music subscription services:
Cough up $5 or $10 a month and you can listen to any of millions of tracks in a wide variety of genres, whenever and (within reason) wherever you want. I took a look at the major subscription services—Mog, Rdio, Rhapsody, Slacker, and Spotify—to see how they shake out and which might be the best fit for you.
I generally buy music through iTunes, but I’ve used Spotify and Rdio to sample music. They both seemed like nice services.