My favorite is Pinback. Its not a band that really blew me away the first time I listened to them, but I never get tired of their music. Some By Sea also has some great music, and you can taste-test them from various sites (including somebysea.com).
Other good ones, varying levels of indie-ness: Death Cab for Cutie, the Thrills, the Strokes, the Shins, the Decemberists, Bloc Party, Rogue Wave, the Zutons, Spoon, Minus the Bear (no particular order).
Another site I'd like to mention is sonicx.com. They don't have any music of their own, but they link to several free/legal services. Indie-pendence.com also has some good picks. Epitonic is a good site for finding one artist that is similar to one you like. And of course eMusic is a good way to pay for some of this once you find what you like.
And always check out the artists' label web sites. Indie labels are a complete 180 from big labels - they often post MP3s and sometimes are the cheapest way to buy the CD. Even if the price is the same, buying direct from the label cuts out the retailers' huge percentages. You'll even get a thank-you e-mail from the band sometimes! Indie labels just seem to give a crap about their customers, which is a nice change from big labels.