Mac: The Hype Machine is a great way to discover new music. Hypegram for Mac brings the site, its playlists and your saved songs to your desktop.
Hypegram for Windows has been around for a while, but now there is a Mac version available too. Both versions now sport uninterrupted playback while you navigate songs and playlists. It also lets you browse and play the most popular songs on the site, see what's trending on Twitter, and search the site's massive database of music. Plus, the app supports infinite playlists, so once you hit play, the music will just keep going until you stop it -- perfect if you want to hear something new and get some work done at the same time.
Just like on the website, if you find a song you like, you can read music blogs talking about the song or artist, subscribe to music blogs so you can pull in music automatically, and even buy songs you love via iTunes.
It's not perfect though: the app doesn't have its own keyboard shortcuts, and it is missing a few features the website offers (like the ability to search and browse blogs, not just songs). The Windows app used to be free, but both versions now cost $5. You can snag both apps directly from the developer's site below, or grab the Mac app from the Mac App Store.