I'm a big internet radio fan because you can find stations that play a lot of off the beaten trail music, or play deeper tracks that you don't normally hear..
Personally I found Pandora to be weak. Spotify is a little better, but still very mainstream. JazzRadio is pretty good for Jazz.
For more rock/fusion/prog I like Fusion101 and Delicious Agony. Both these stations play a lot, I mean a LOT, of music I never heard of. Fusion101 tends to lean towards fusion/instrumental rock and Delicious Agony is more prog, with only an occasional mainstream prog song thrown in. Both stations may, for instance, throw in FZ's Penguins in Bondage for example. Audiophile Jazz Rock is pretty good too.
For blues, I like Audiophile Rock Blues, they were playing some great Tommy Casto live stuff last night. Also JazzRadio does some good blues.
For classical, which I like Baroque, I usually just stick with Pandora or Spotify.