I really like what you guys have done with the interface, and have a fairly good selection of sets. I think the biggest problems are portability and integration. Whenever I'm listening to a streaming set through a browser, I inevitably tap the "pause" media key on my keyboard out of habit, setting off a nice random mix of streaming audio and whatever happens to be cued up in iTunes. I also tend to download sets to my iPhone and listen to them in car.
I wonder if down the road you could address the portability issue with a iPhone app that mimics your site's UI, and the integration by providing custom streams to iTunes (or winamp, or whatever) that include tracknames in the stream.
Do you have any plans to support user-submitted DJ sets?