I find it's relatively easy to find new rock (and its subcategories), but as someone who really enjoys jazz, I find it's much harder to find new music. Most internet and aired radio stations out there play classic jazz (e.g. like classic rock).
Here's where I love internet radio and my Grace Digital wifi tuner. I've found the European radio stations you can get over the internet and internet radio like Aupeo play lots of new music. Many of the radio stations even stream the song and the artist. When I hear something I really like I go look to see who it is. After I look and find that I'm liking the same artist several times I start youtube'ing them and then go grab a disk.
Of course, the down fall is sometimes they're European artists and hard to get their disk's here.
As a side note, the other night I was watching the rock and roll hall of fame concert on HBO. Lo and behold, Quincy Jones made a comment about how the rest of the world knows our music, Jazz and Blues, better than we do.