Most of my FAVORITE bands like Metallica, NIN, Tool, Nirvana, Alice In Chains, Korn, and so on were discovered basically by listening to radio and MTV back in the early 90's. But there are some other bands that I'm a big fan of that I discovered in unique ways.
HIM - About 5 years ago, before they blew up in the U.S., I heard a couple of their songs on Bam's CKY videos. My room-mates girlfriend played me a copy of "Razorblade Romance" and I was hooked.
Flyleaf - About a year and a half before their debut album came out, I saw them as an opening band at some tiny little concert bar. As a matter of fact, I stood right next to the singer (Lacey) during the headliner's set. I liked their music instantly but I didn't try to talk to her, I didn't wanna bug her while she was trying to watch a show.
Type O Negative and KMFDM - In 1995 I bought the "Mortal Kombat" movie soundtrack which featured remixes of "Blood & Fire" and "Juke Joint Jezebel". I loved the songs and have been a fan of these bands ever since.