last.fm Recently Played
If you have a last.fm account (Audioscrobbler) this script connects to their server, fetches your recent tracks and puts them in a list (for easy formatting via CSS). Just type in your username, specify how many tracks to show, include it on your site and there you have it. It also caches data and has a line added to ensure that it doesn't bog down the loading of your page (in case the last.fm server is struggling).