Check out this amazing 70-minute nonstop mix of Prince songs made by a DJ/fan. The skill behind this mix is amazing. The Flash version of the site has some low-quality samples, but you really need to download the mix to hear it in all it's hi-fi funkiness.
The new Prince cd, 3121, is also excellent.
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Totally agree with these comments. Check it out. Among Prince fans considered to be one of the best Prince Fan Mix made up to now.