Another music site to love! Songza is the most hassle-free music search and play site out in the web. From what I've explored, there's no need to sign up that's why it's so convenient. Like Pandora, it saves a playlist by computer. However, I think you can only make one playlist.
It loads fast and has several functions to share the music. You can email it to a friend, link to the song, embed it on your website, and watch a corresponding video linked to Youtube! Very convenient eh?