I'm in the same boat but eMusic has helped a ton. The subscription is relatively cheap ($10 a month for 30 tracks) and most albums/artists have a listing of related artists as well as a few artists that other fans have in their collections. I've found a ton of good music that way with bands of similar sound/style to those I like.

The only drawback (or advantage, depending on your POV) is they don't have a lot of mainstream artists. That hasn't held me back at all though.

My current favorite bands that I've found that way are The New Mastersounds and Nomo. I'd have never known they existed if it weren't for eMusic.