I highly recommend spending a lot of time on Soundcloud and Hearthis.at – a whole lot of legal free downloads provided by the artists, and also a lot of artists posting songs to hear and then buy links if they’re commercial.
The systems are decent for discovery (there’s no such thing as a good solution for discovery with the volume that these sites get), especially if you have a rough idea the kinds of genres you enjoy. Soundcloud’s “You Might Also Like” worked like a champ for me when I got the bug to become a DJ – it all started when a friend linked me his new track on Soundcloud and I dug it so much I followed the “You might also likes” and ended up downloading a whole slew of awesome music and thought “I want to DJ this stuff.”