The best app on my cell phone is definitely Pandora. As compared to satellite radio or - shudder - traditional broadcast radio, it's like the difference between email and the postal service. Fundamentally, they serve the same purpose, but there's a huge chasm between the two. At some point some years from now everybody will use Pandora or a similar service and broadcast radio will die.
Pretty much every song Pandora feeds to my phone belongs to a handful of bands.
dredg
Deftones
Muse
Tool
A Perfect Circle
Pandora gives me a random sample of all the songs from all the albums from each of those bands. All five of those bands are great. What's cool is before I began using Pandora, I hadn't ever heard a single song from Deftones or Muse. Which is (was) a shame because I really like them.
Every few songs, Pandora sends a song from a similar but slightly different band. If I like it, I hit the "thumbs up" button. Over a period of time, Pandora has determined my tastes to a decent degree. Certainly far, far better than even my most favorite broadcast radio station.
The coolest part about all this is most new car stereos have stereo input jacks. And most new cell phones have stereo output jacks. Thus Pandora can input music to your car's stereo. Remember how you used to have all those CDs in your car? You can forget about them now.