If you're hankering to hear a song and are hooked up to the Internet, it's surprisingly easy. Many services allow you to search for a song and listen to it instantly. The best of the bunch is Grooveshark. These guys have a passion for music and sizzling technology that will have you listening to your track in seconds. You can even embed the track on your webpage like so:
How's it work? The songs are stored on Grooveshark's server, and made available for streaming at no charge. Like all the services mentioned on this page, they've sorted out the legal issues, often by making deals with the record companies and publishers, who benefit from the extra revenue stream and from the promotion the song receives, since you just might drop a buck and download the song if you like it.
YouTube is also a very interesting place to hear music instantly. Search for a song and you are likely to find some version of it that a record company or fan has posted. As the legal issues get sorted out, more music is disappearing from YouTube, resulting in some strange videos that have had to remove their tracks. You are much more likely to find live versions or covers (like some guy in his bedroom playing the song on a guitar) than the original studio recordings, which require more permissions to play. Still, this site is a goldmine with great little song nuggets everywhere.
Other great places to hear music instantly are Last.fm and Imeem. Neither match the simplicity or elegance of Grooveshark, but there are lots of little features you might find handy if you're willing to set up yet another profile on the web. Both allow you to create playlists, comment on the songs and interact with other users.
Another gift to music lovers is Pandora. Since it falls under the restrictions of a radio station, you cannot instantly hear a song on Pandora, or rewind one that's playing. What you can do is create stations based on your preferences, so if you're really digging Modest Mouse, enter it in as a "seed," and you'll hear a station of Modest Mouse and similar-sounding bands. You can refine your stations by giving a thumbs up or down to the songs as they play, and enter more seeds at any time to increase variety. Freaking brilliant, and it works.