I'll just pop up to throw in my recommendation for eMusic as well. I listen to lots of indie-rock/pop and jazz, and eMusic is GREAT for that; not so good for major acts/top-40. No-strings attached, inexpensive, high-bitrate (VBR).
It's cheap enough that if you're a stickler for audio-quality and don't believe in subjecting your premium equipment to mp3's, you can use eMusic to "audition" a ton of stuff, then buy CDs of the stuff you like best.
It's a TREMENDOUS bargain for, say, some of the John Coltrane live European stuff I got: barely more than a quarter per song + 15-25 minute songs = big value! Plus it's not optimal recording quality in the first place, so you're not apt to lose much on good mp3s.
Dang, I love eMusic. My monthly subscription renews today, in fact. Fun!
