Podcasts: Not only a priceless sleeping aid, podcasts are also to discover new bands, and to gain a deeper insight into the artists you already love. If you're into longform conversations, try WTF With Marc Maron, Crybabies and Song Exploder. Also check out Distraction Pieces and NPR's All Songs Considered.
Songkick: This creates a personalised gig calendar based on your music library - so you've no excuse for missing the best tours - but it also recommends similar artists you might like, and tells you what shows those artists have coming up.
Follow labels: Are you a fan of St. Vincent, Grimes and Tune-Yards? They're all signed to the brilliant 4AD. Check out 4AD's website, and check out some of their latest signings - Pixx, for example, or U.S. Girls.
Shazam and Soundhound: If you're at a bar, or watching a film, or shopping for broccoli, and you hear a song you love, use one of these two apps to identify the band before the unknown gem slips away forever. Soundhound even allows you to hum the song, and both apps cost a big fat nothing.
SoundCloud: Spend as much time on SoundCloud as possible. The best new mixes and tracks, direct from the bands and labels themselves. No brainer. However, prepare to lose weeks of your life.
Digital radio: The myriad of choice that comes with digital radio has literally created countless, more exciting channels into the world of music. Pretty much everything on BBC 6 Music is awesome, but you should also check out WFMU, Soma FM, NTS, Absolute, and loads, loads more. On the subject of 6 Music, Lauren Laverne gives listeners a free download - or MPFree - four times a week on her show, so you could, if you were diligent, get nearly 200 free songs a year from good old Lauren.
Go to gigs of unsigned, under-the-radar acts: Even if you haven't heard of a band playing at your local music venue, if you have a free evening, check them out anyway. The same thing goes for support acts, and even - though this is much more of a long-shot - open mic nights.