http://listen.grooveshark.com/
You can search pretty much any song you can think of and listen to it in its entirety online. You can add them to your online favorites and playlists, etc., but to download them, you have to purchase through iTunes or Amazon.
A really interesting development in online music... Signing up is free, but you don't need to do this to listen to music.
Edit: Not sure if it's been posted before. At least, not as its own topic.