Slate has an article subtitled The best Prince songs you haven't heard that gives brief clips of the songs under discussion (.asf files, about 30 seconds per).
I don't know…
I almost installed Radio.blog just to have Prince's Seven and Sexy Motherfucker at hand. That last one sounds like Fred Wesley and the JBs all grown up.
Prince is brilliant, but I have to admit some of his more eclectic stuff gets on my nerves.