Many artists enable a number of their songs for free listening and download. They make it available on their site, but they also upload them to a number of services like:
Project Opus
MySpace
Garage Band
The Internet Archive
plus dozens more...

Some forward thinking labels like Magnatune make their artists' music available through a CC License.

Although the music is freely available for download and listening, fans have to hunt around looking for the music on all of the thousands of individual sites hosting legitimate free-to-listen music. Project Opus has decided to use the music sharing features built into the Opus Player to make the discovery and sharing of "web music" easy.

Copy a URL, XSPF, M3U, or Podcast.
Paste it into the Import Tool.
Paste your Opus Player anywhere on the Web.

Check it out.