Since I finally have an iPhone I went looking for a good app to stream my music library to my iPhone over 3G and of course over iPad when at work.
I found an app called Audiogalaxy. It is free and its GREAT!
You install a helper on your computer and it automatically finds all your music (this turned out to be too comprehensive for me and landed me with stuff I didn't want...but you can remove folders easily)
It looks just like the iPod app, you can easily shuffle your entire library, or play albums or discographys at a time. You can also make and save your own playlists. You can also log in to their website and listen (kind of like orb with better organization and only for music)
Don't waste your money on apps like Orb or iSub...this one does it all and does it well! It also seems to buffer 1 song ahead so when you are listening there is no delay between tracks.
Audiogalaxy Mobile for iPhone, iPod touch, and iPad on the iTunes App Store