I cracked 3,000 artists in my Last.fm account the other day. (Friend me if you're already a member.) I signed up two years ago and have since listened to over 41,000 tracks by over 3,000 artists. That's a little crazy. It's probably pointless, but I find it fascinating to look over all my past listening habits.
My favorite feature is the recommendation section. Their servers look at what I've been listening to, what those artists' other listeners have been listening to, and tells me what I've been missing. At this moment, it tells me I need to hear Ernestine Anderson, Kenny Wheeler, Curtis Fuller, Nat Adderley, Miroslav Vitous, Roy Haynes, and about 50 others. I can listen to something from nearly everyone directly on the site, or I can use their client software to play random tracks from my recommended artists or any other "radio station" I want to make.
I won't bore you with the details. Go use it. Read up and listen up on all the music you don't know well enough yet. It's the best artist info source I've found. My old band is on there too: Blue Judy.