From Last.fm top 100:
United States: 48
Canada: 21
United Kingdom: 12
Australia: 6
New Zealand: 3
Sweden: 3
France: 3
Brazil: 3
Spain: 1
So, despite living in Canada, my tastes are dominated by American bands. Probably because of the larger population base from which talented individuals may emerge and assemble to form groups, the American music blogs I often peruse, the best jazz being American, being bombarded by American media/culture (Canadian culture, are you out there?) each and every day, etc. But still a good showing from the Commonwealth overall. Interestingly, "Canadian" is a tag that pops up on Last.fm, whereas "American" does not.
As some folks have said, the country from which the band/artist isn't necessarily crucial to (my) enjoyment of their output, but it certainly provides a better understanding of the artist's social roots, and all that.