You can say what you want about the overall app selection in the Windows Store, but there's no denying that the platform is strong on the streaming music front. From iHeart Radio to TuneIn Radio to Microsoft's own Xbox Music app, you have all sorts of free Windows 8 options just waiting to rock.
Every app mentioned above kicks butt in its own way, but for my pretend money, Slacker Radio is the best streaming music app available on Windows 8. The free version includes dozens upon dozens of DJ-curated radio stations in every genre imaginable, along with the ability to jam to robo-created stations built around artists of your choice.
Premium monthly subscriptions ditch the ads and unlock on-demand music playback, but the free radio stations are so gosh-darned good (and unlimited!) that you won't have to spend a dime if you don't want to.