I do feel weird about something like Pandora. Something about the automated "You like this so you'll also like this" thing really unnerves me. I much prefer an element of random chance in finding things I like - randomly reading a music review for something I already like that mentions some other artist I hadn't heard of, having a friend play something so frequently that eventually I start to like it...overhearing something on the radio, or just seeing something in a second-hand music shop and feeling drawn to the cover art etc.
I did try iTunes's recommendations once, but it seemed to have a very US bias, lumping artists together in a way that seemed to relate to how Americans percieve them, when in the UK they'd be seen as appealing to completely different demographics.