I heard a track on a Sirius station called "The Loft" last week and ordered it when I got home. It's really good!
If you have Sirius that's the best station I know of for cool new music.
I don't have Sirius. I usually listen to new albums the week before they come out. Bands will preview their albums on various websites via soundcloud streams or YouTube playlists. Pandora, NPR, NYT, and iTunes radio all preview albums. I also get songs of the day podcasts from 4 or 5 sites everyday. Helps to peak my interest in artists I am not familiar with.