A couple questions. Is a Facebook music page a completely separate and new profile, or an extension of your personal profile? And where/how does one embed a soundclick player in Facebook (to follow-up on O'Muck's point). And third, How does ReverbNation work with Facebook? And what is ReverbNation? 
UB <-- feelin' old
Hi UB, and everyone.
I'm not the most technical guy, but as I understand, the music page is sort of an added separate feature on Facebook, so you'll need to have a FB account to make up one. Which is the reason why yours truly has appeared on said pages.
I don't really know if soundclick players can be embedded to FB.
I do know that ReverbNation and SoundCloud are compatible with FB, so I just took a look at them. Both seemed OK, but I liked ReverbNations' look better, and I read somewhere that Soundcloud is more for the techno oriented people, so I took a stab at ReverNation.
My experiences so far:
Reverbnation is a breeze to set up and use, especially after all the issues with MySpace.
The basic RN account and features are free, but there are upgrades and "Premium" features that you must pay for, if you want them. I think they are mostly for desperate teen rock bands, and I doubt that I'll ever want to pay for them. You do get some emails about "opportunities" to play here and there, these seem to mean that you should actually pay a small amount of money, to be considered as an artist on some festival etc. You can easily unsubscribe from all that. I guess they have to get money somehow, not to end up like MySpace.
You can sync RN with Facebook and MySpace. This means that you can add a player and add any activities on RN to your FB musician/band page. Syncing with MySpace is rather a bad joke, but this enables you to transfer the number of "friends" you have on MS, as "fans" on RN, so you'll perhaps look better in the eyes of a potential gig booker.
RN even has a special feature called BandProfile, which allows you to somewhat edit your FB music page. I took a stab at that too, and here's where the experience wasn't that smooth anymore; it appears that when too media formats being constantly updated are being tried to merge, some hiccups are bound to emerge. Anyway, I managed to have my BandProfile on FB, and as long as things don't break down, am happy for now. I really needed something more presentable than MySpace, to show my possible employers.
RN also has a "store" where you can link any place selling your Cd's and stuff, if you need to. I haven't really looked at all the possibilities yet. The "gig finder" seems to be pretty rudimentary, at least for my needs in Berlin. A work still in progress, I guess.
I'd like to point out, that my philosophy with these things is to keep them as downright simple as possible, so that the person who looks them with a different web-browser than me, can actually see something intelligent and readable. This was a big problem with MySpace, where people designed their pages with various "page designer tools" only to end up with something completely incomprehensible.
If you have higher artistic design ambitions, I suggest that you have your own homepages, at your own domain (preferably at Fort Knox or some Swiss bank), and have Mr, O'Muck do the artwork for you, and be done with it. Maybe we all actually should.

I hope this was helpful, and would love to hear from experience by others with any of these things.
Here is my ReverbNation page:
http://www.reverbnation.com/pansalmenhaara#!
and my FaceBook band profile:
http://www.facebook.com/pages/Pan-Salmenhaara/177950882249330?sk=app_2405167945Cheers
Pan (feeling a bit old too)