The first song I ever listened to via last.fm (well, audioscrobbler), on May 26th 2005 was... Le Tigre's Yr Critique. Even three and a half years ago, I was making fun of myself.
The 10th song ever was Jumbo Blimp Jumbo by Kyuss.
I'd played 50 songs by the next day. Black Sabbath's Voodoo.
A hundred songs later fell on May 28th 2005. This one was (gasp) Spine of God.
Skipping ahead because this is boring...
1,000th: Sheavy - What's Up Mr. Zero?
2005 June 17
5,000th: System of a Down - Deer Dance
2005 September 17
10,000th: Hall & Oates - You Make My Dreams Come True
2005 December 23
20,000th: Deftones - The Chauffeur
2006 July 28
25,000th: Depeche Mode - People Are People
2006 October 26