The Hype Machine is probably the coolest music search engine. That's because you can actually listen to music and because there's a lot of underground music.
The Hype Machine crawls music blogs and lets you discover songs. The site likes to think it works like Google: crawling blogs for MP3 files, storing the files in their database as a cache and offering a full preview of the songs.
"The Hype Machine exists to create a medium that favors discovery of new music through public discussion while encouraging legitimate distribution of audio." Most pages have links to music stores where you can buy the songs. There are also feeds so you can easily discover new music.
Music producers may not agree, but this is the best way to distribute and sell music: show full previews for songs and let the public decide what's cool and what's not. Now people buy popular music promoted by labels.
Related:
Music players, music stores and DRM
My favorite music videos