I'm a Spotify fan. I don't know if you're familiar with them, but you can listen to any music you like -- they have millions of songs -- on your computer with minimal ad intrusion. If you want to eliminate the ads and take it mobile on any device, they have a subscription plan starting at $5.00 per month. I've been content with the computer version:

http://www.spotify.com/us/start/?utm_source=spotify&utm_medium=web&utm_campaign=start