Favorite Non-Major Record Label

Red House Records is my favorite. Get a copy of "A Nod to Bob." It's a fantastic tribute to Mr. Dylan and a nice introduction to Red House artists.
Bloodshot Records is another good one.
As Lngbruno said, cdbaby.com is a great place to find new music.

Pork for dj stuff

Alia Vox - I'm partial to the performances of Jordi Savall and his wife anyway, but it happens to be his label and the recordings are top notch.

Rounder for blues - has some fantastic contemporary artists.

Sub Pop - Though it's really becoming what many may call a "Major Label" they seem to always be coming up with innovative talent.

Stiff...well, I just always liked their logo: "If it ain't Stiff, it ain't worth a fuck!"

Marco

Yeah... I know what you mean, SubPop has to stop signing so many good bands...

Lost Highway. Quickly becoming a real major label, having released albums by Elvis Costello & Van Morrison. Mostly known for alt-country & singer/songwriters such as Lucinda Williams, Tift Merritt & Ryan Adams. Cheers,
Spencer