If it wasn't for the Internet, most of this music wouldn't be available for your listening pleasure, since it isn't well received by the unimaginative recording industry. Take electronic music for example. In music stores, there is a lot of danceable electronic music, but not all electronic fans are into dancing. Also, you won't find much experimental, less traditional, or new electronic genres in a typical music store. There might be an exception to this in some communities that have a great music scene, but for the rest of the world that's tired of hearing music with very little variety, the Internet is our resource. Here, there are numerous styles, genres, and subgenres of electronic music, and the volume of songs just keeps on growing. I'd argue that there's more quality electronic music on the Internet than what can be found in stores, and most of it is free.
With that said, there's also a lot of mediocre and bad music on the Internet, too. If you don't want to spend a lot of time search through general music hosting sites (which can be both rewarding and frustrating, since anyone can get their songs on a general host) you could checkout netlabels instead. Netlabels review songs before hosting them. If the songs don't meet their standards or are too far out of their preferred "sound," the songs are rejected. This keeps the quality of the music they host at a higher standard. Once you find a song or two on a netlabel that you like, then your sure to find more that you'll enjoy in their catalog. For some good sources of netaudio and netlabels, head over to the "Sources of Netaudio" in the menu.
For me, though, music distributed solely on the Internet is enjoyable not only because of it's variety and creativity but also as a way to stick it to the RIAA. I don't need to buy anymore music, and I don't have to download illegal music. I can find the types of music I like and want for free. There's no more buyer's remorse, and if I end up not like a song anymore, I can simply delete it.