I've been using YM Unlimited to go for the last two weeks. For the most part, I like it. THe biggest complaint I have is the slowness of transferring the songs to the card on my T-Mobile Dash. This isn't my permanent solution, but I had the phone so I figured I'd try the service out on it. I plan to get a creative or cowon player.
The library is pretty good, but not great. However, there's enough to keep me busy for a long time.
The software is decent enough without being too complicated. There are a few plugins out there for it. RadioTime is the most useful one I've found. It integrates a web-based directory of all internet radio stations.
I think I'll probably keep YM, though I really want a better player.