Avid Slacker user here.... I pay for a plus subscription for $5/mo and it is well worth it. Great music selection, great app, and something that none of the other online radio services offer: offline caching. I am aware that Rhapsody offers offline playback for songs, but Slacker is a very in-depth custom radio station service with lots of options. For $5/mo you can cache as many stations as you want, and it refreshes them automatically overnight. Each station downloads 100 songs worth to your SD card. Great feature, puts it way ahead of Pandora IMO.
I am also a beta tester for Slacker, and I am probably not allowed to give many details on this, but I am testing the upcoming release right now, which offers on-demand streaming and offline caching. Pick your favorite songs/artists and store them all to your SD card, it is kind of like Rhapsody in this respect, but considering how much time I have in fine-tuning all of my Slacker stations, I am thrilled to be able to also get on-demand listening from within the same app. I have heard that the on-demand (premium) subscription is going to cost $10/mo, but for unlimited song downloads and great customized radio stations, it is well worth it to me...