Last.fm is a must have app for the iPhone. It doesn't matter if you're using EDGE, 3G or WiFi, this application is capable of holding it's own and providing you with a significant amount of choices for listening to music. The Last.fm app has just about every song from every artist that you could want to hear. This allows you to pull up internet radio stations that are either dedicated to that artist or to the type of music they fall into. From there, you can browse related artists or tags to find the perfect station for your current mood.
When you find a station you like, you'll be able to favorite or block it so you know for future listening. If you want to know more about the artist that's currently playing, there's even a bio button that pulls up a good deal of information on them. You can also press a button to mark the song your listening to in your iTunes for purchase next time you hit WiFi or sync up.
Now, just like Pandora, you can't easily or always find the specific song you are looking for. But considering the collection of music that you can actually play through, it's definitely a fair trade off and not a flaw as there isn't another app out there that offers functions like these plus that ability. Even the most obscure artists have a place on Last.fm, making it difficult to not find who you are looking for.
This app should be on every iPhone and iPod Touch. Maybe even on your main page!