Through my Windows Media, I found a great site called Got RadioThey have a Big Band station that has a mixture of the new swing (Big Bad Voodoo Daddy, etc) and the old classics. I'm really enjoying it.
I've listened to Sirius - the Sinatra channel is good, but doesn't have a lot of the Big Band stuff. Yahoo radio has a good big band channel, but it was always getting interrupted on my computer for some reason.
Any other good ones out there? I'd love to find some places that have the old radio shows.