Android: Previously mentioned Winamp for Android already a great music player, mostly due to being free, being snappy and having Wi-Fi sync. Now its streaming music support is getting beefed up with more SHOUTcast stations, a better streaming engine, and free full-length CD streaming.
Unfortunately, the full-length CDs are only through AOL's Full CD Listening Party service, not anything you upload yourself.
At the moment, there are only 25 albums available through Full CD Listening Party, but they do include a wide array of artists (from Depeche Mode remixes to a NOW That's What I Call Music release). SHOUTcast is another story. There are more SHOUTcast stations than can be counted in any reasonable amount of time, and the new streaming engine does a pretty good job of using them.
Winamp [Android Market]