These are all perfectly legal :
1. www.last.fm
great site to find similar artist and believe me their engine works good. Though u cant just point out a song and play it, still there are some songs whose little parts u can hear.
U can also look out the events near to ur area(concert/music fests etc) and call discuss with ppl about it. I am
scrobbling: wat ever u listen .. gets taken into consideration and u are recommended on basis of that also.
2. Deezer
Just write the name of song and most probably it will pop up!! U can make ur playlist for later use. But at times(though rarely), they are removed from deezer.
Drawbacks :radio not good as last.fm
3. www.jewa.fm
same as deezer, some friend of mine told me that its actually better than deezer in terms of holding its contents for longer time.
4. Grooveshark.com
I find it better than Deezer and jewa. organized in a better way, still young and evolving