Indeed, i'm not saying apple is unfair but it's just a pity we don't have a native ios app, despite the legal affairs of grooveshark. There is a cydia version though :)
Their webpage for iOS devices is actually serviceable.
I primarily use Grooveshark to find tunes I can't find on Youtube, Spotify, Amazon, or iTunes (I listen to a lot of import Jazz and 60s French pop.) For the dozen times a year I fire it up on my iOS device, it performs well.