BBC 6 Music. Man, does that station ever have its finger on the pulse. You have to be kind of ready for anything, and it's not always easy listening, but you often get pure gold. Not uncommonly, it'll be music that isn't even released yet, or maybe only exists on the artist's Soundcloud page. As a bonus, quite a few of its DJs are famous people who you didn't know are really into some musical niche.
On the other hand, my friend-who-consistently-finds-cool-music pretty much only listens to Soundcloud, and whatever it recommends. It seems to be the most popular platform these days for a certain type of eclectic artist.