If you've never used Pandora, I highly recommend it. It's a free internet radio. You put in your favorite type of music or artist, and it plays songs that match that. I love it!
It's definitely one of those things that I wish I had in college. Along with cell phones (they were around but not very cheap) and mp3 players, and digital cameras (also around but still not that great and expensive). What do you wish you had while in college?