I use Pandora when I want to find new music. If it weren't for Pandora and Youtube I probably would never have found most of my favorite bands. When I come across a song I like on Pandora, I'll usually look the band up on Youtube to see if I like any more of their songs, then I'll buy their CDs if I like what I hear. I'm always amused when artists and record companies complain about music streaming services and people uploading music to Youtube, because I'd buy way fewer CDs without them.
I buy most of my music on CD from Amazon (Amazon's new auto-rip service is pretty great for giving me the instant gratification of MP3 downloads with the quality and archival benefits of CD), and I've uploaded my music library to Google Play Music for streaming to my phone.