One major downside of Grooveshark is that the songs vary wildly in volume. Constantly adjusting is annoying and occasionally painful (if it goes from a quiet song to a loud one). Is there any way to do volume normalization?
I haven't found anything that works with Grooveshark specifically, but I did find these tips at How To Geek useful.
Hope that helps you.
Also, this articles gives a bit more information on the whole normalisation process, its merits, etc.