I use Pandora for some things, but oftentimes they suggest music that I can't stand. Plus, for me there's something about listening to an album from start to finish that's hard to beat. That and I can't use Pandora in my car.
Pandora suggests better music the more you actively use it. (rate ups/downs, seeds, etc.) I have two stations that play something I like 99% of the time. One of the stations pretty much only plays songs that have already been thumbed up by me previously. But I've been building it for a few years now.
I used to use a tape deck converter in my old car because I was too lazy to put a cd player with an auxiliary port on it in.
Also with Pandora. It's a bad idea IMO to try and build a station off an artist. It's better to start with a genre and just customize it to your liking.