Unfortunately, due to the transient nature of the web and massive changes in music distribution legalities, many of the following links are no longer useful, require payment for streaming audio, or just don't exist anymore. I will remove most of these links as I find time to verify they are not useful.
These are my favorites, good places to find more are: Live365.com
TimeCast RealAudio/RealVideo Site Index (I can no longer recommend this one - fully controlled by RealPlayer, too handsy)
(Biased toward electronic music)