Depends on mood more than anything these days. Used to love exploring for hours on end, but as I'm getting older it's just not happening anymore and I don't feel the same rush. At least, not as often. Saying all that, there are some ways that I still find very enjoyable:
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I've sometimes decided on a year in music, fairly randomly, and made it a goal to listen to what I can. The hypothesis being that great songs/albums might be hidden in plain sight due to poor/lukewarm receptions, or simply overlooked.
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Used to explore subreddits like /r/listentous, which was run in a very fun way and led to some amazing discoveries. Finding a subscriber which matched your taste could make the hunt a bit easier.
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Spotify honestly have some pretty neat features, and you can stumble upon some pretty great playlists too if you're lucky.
Realised about 3/4ths of the way that I may not be answering your question, but I didn't want my hard work to go to waste. I love listening in the car or when doing some dull work around the house with a headset, or just blasting it through the speakers. Preferably albums or playlists with some thought behind it.
That's pretty cool.