iFill (currently in beta) allows you to capture Internet radio stations and store the resulting songs on your iPod, with fairly good delineation of the individual songs.

I'm pretty pleased with this technology: basically you tell iFill what stations you're interested in, how much space you're willing to take up on your iPod and just let it go.

iFill is currently free (with registration required) and is definitely worth checking out - just be careful if your ISP has a bandwidth cap.

iFill @ Griffin Technology