Windows/Mac/Linux: Free, open-source application Mielphone is a Frankenstein-y tool for searching, listening to and downloading music publicly available on the internet (read: pretty much anything).
Fewer people are turning to the torrents or web-based MP3 search engines to pirate listen before buying music, but many people still want their tunes to live locally on hard drives. Mielphone lives in the middle of these two groups, allowing file-horders to download any song they can find but still giving them easy access to search giant repositories of publicly available, on-demand music. It's Metro-influenced design is a bit funky and could use some polishing (having to hover your mouse over a few pixels of real estate to navigate is clunky), but a few complaints aside, it's a handy little search, discover and download tool.
Mielphone also integrates with Facebook (for sharing what you're listening to). Despite the Windows-8-inspired interface, It's a free download for all platforms.