I found a few places on the web where you could download free mp3s of entire songs from not signed artists like http://www.soundclick.com/ and places where you could find free downloads of some songs of big signed artists like http://www.amazon.com/exec/obidos/tg/brows...0270299-6316623 for free. What other places should I know about?

The main one I know of is Archive.org
I also recently found http://www.goingware.com/tips/legal-downloads.html, which in turn led me too betterPropaganda

http://www.etree.org
This is a old one,its got tons of live bootlegs,but its a legal site afaik

Full lenght sound samples by artists and by (normally) independent labels;
different categories or styles.
Tonspion (tonespy)

(mmh...my sentence sounds like spam in e-Mail boxes ...the only thing missing : "make an account for free")