SomaFM and laut.fm are two that I like a lot. I prefer to use services that are based on the terrestrial radio licensing model.
I don't use Apple Music, Spotify, Pandora, etc. on principle, based on their royalty payouts, they are too small relative to terrestrial radio.
I also like to purchase music to own when I can and it's available, so Bandcamp is always my first stop to look for that, then 7Digital, iTunes as a last resort if there's something exclusive they've got that I want.
I'd buy CDs more often, but it seems like it might be too much trouble as I am trying to get rid of my personal belongings before I ctb, not collect more.