Maybe you heard already about
Jamendo. It is a plattform for
Creative-Commons licenced music. It's mainly used by newcomers and less famous artists to promote and share their music. So the plattform provides all it's soundfiles in proper file-formats (no DRM) for free download.
Though browsing and

downloading each track first is not that convinient on an every day base. Probably some developers thought the same and wrote a nice plugin for
Rhythmbox, the famous music player for the GNOME-Desktop.
So, if you are using Rhythmbox 0.9.8 (or higher), you just need to enable the Jamendo plugin and you can play and browse the Jamendo tracks, as if they would be on your own computer. Because that's so nicely integrated into Rhythmbox it's a nice extension to any local music-collection, without having the hassle, of getting all tracks or playlistfiles onto your disk first.
Actually another good reason to use Rhythmbox, which is still my player of choise, eventhough I am always happy to try other players too.
Screenshot of Rhythmbox with the plugin in action.