ha! onny wins.
How do you listen to music alone?
When I'm at home or at the office I tend to use iTunes on my computer. at home I have a set of cheap computer speakers I plug into, at the office i use a firewire sound interface going out to speakers.
either way, i'm usually just picking a random album from my itunes library and listening to it...occasionally i will use the "itunes dj" feature, but i don't like it too much. i have a smart playlist dedicated to music I have recently added to my library, which to ensure i don't add something and then forget about it completely.
i pretty much can't listen to music when i'm working. there are two reasons for that, firstly that a lot of my work deals with sound, so obviously i can't be listening to music and doing that at the same time. but even if i'm doing writing or research or something i can't listen to music because it makes me zone out and listen rather than work. so most of the time at home or at work i tend to listen to music when i'm doing relatively mindless tasks like cleaning, organizing, batch file renaming, cooking, etc. it generally means i don't listen to very much music on average...i often force myself to listen to something to help me relax when i'm getting too focused on work and losing the forest for the trees.
otherwise, until my portable headphones broke i listened to music a fair amount on my phone when walking around or on the bus or train. this has changed a bit recently, though, partially since i don't walk around much anymore (i tend to bike everywhere) and when i'm on the bus or train for some reason i've been preferring to listen to podcasts like Radio Lab.
Finally, the other way I listen to music these days is Spotify. This probably doesn't apply to what you're looking into, billy, since it's only in europe, but i use it to listen to pretty much any artist i hear about and what to check out. For example, the other day I read an article about a French rapper who I hadn't heard about, Diam's. I opened up Spotify and listened to a couple of her albums.
Spotify is brilliant for the vast range of music on demand for free, good audio quality, half decent player, sharing, etc. Really really good. The ads are a bit annoying, but not nearly enough to make me want to pay for the pro account.
How do you listen to (recorded, not live) music together with other people?
Spotify all the way. Pretty much every party or get together I go to uses spotify now to listen to music in the background. More often than not a conversation about music will happen, and songs that come up are added to the playlist. I don't think I know anyone that has a pro account, but I have heard of some people buying the 1-day pass for all night parties to avoid ads and so on.
Otherwise, I sometimes try to make an iTunes playlist for a party but that usually ends in a conversation about my strange musical taste.