Nice overview of Rhapsody's Web Services, by Richard MacManus at Read/Write Web. Rhapsody is probably the biggest competitor to the iTunes Music Store, but does a much better job of leveraging streaming audio to support the celestial jukebox. If you actually read the Rhapsody Web Services SDK documentation, the API seems a bit thin. However, MacManus' post puts the facilities in context.
Interestingly, it's possible to get an RSS feed of your listening history.