Sometimes when I get bored with the music in my iTunes library, I listen to some stations on Pandora's web site. Even though they have an minimal interface on the web page, the web browser has to remain open to listen to music.
I just saw this post that mentions PandoraBoy. This is a Mac OS X application that lets you listen to your Pandora stations. I believe that this is just a web browser that will presents a web page with two frames. One has the Pandora player, the other has ads for music from Amazon.
The cool think about his being a specially built web application is that it can use some Mac OS X specific extensions. These extensions enable Growl notifications and control with global hotkeys or the apple remote.