forums like this one obviously, recommendations by friends, going to festivals where you can check out a lot of different bands. If I think I might like something I'll search it out on soulseek and once in a while I might actually buy cd's in the shop on impulse if they're on sale.
DJ mixes/compilations also make a good source for finding new and interesting stuff. Might also cross into really different genres, for instance Sasha's Involver2 had a remix of Ray Lamontagne, who is more of a singer songwriter/blues artist, but I did end up looking him up and buying one of his albums which is great.
also, bands supporting Underworld at live shows are usually worth checking out as well
(The Errors are playing my town next weekend so I'm definitely gonna go see them again).