Mac: You have several different options for pulling songs from the internet and creating playlists. CloudPlay is a Mac app currently in beta that lets you create playlists based on sources ranging from iTunes, SoundCloud, YouTube and online radio.
CloudPlay sits in the menu bar and plays while you work. All you need to do is type in an artist you want to listen to, and then dump songs from various sources into one playlist. You can create as many playlists as you want, or hunt down new ones right from the app. It's simple, but works really well. You can download the beta version for free right now from the developer's web site.