I've found a music app that's just as awesome as last.fm, if not more.
Spotify.com enables you to listen to any track you want, whenever you want. You 'pay' by listening to an advert every five songs or so.
It beats last.fm for trialling new artists because on last.fm you can only select one song at a time to play and can't make playlists either (until you subscribe). On Spotify you search for an artist, then drag and drop songs (whole albums if you want!) to playlists. I've just listened to two full albums by artists I've thought about buying for a while but I hadn't heard enough of their stuff to make a decision. The albums are pretty good - but actually with this service I never need buy them if I don't care to. And because of the occasional advert it is legal and I don't have to feel bad about getting them for 'free'.
The great thing is that you can (in preferences) link it to your last.fm account to get the best of both worlds - so that what you listen to via Spotify is scrobbled on last.fm.