Ever since I've been buying my music from iTunes (and not Buymusic, because they suck) – I've been very happy. (I know in the past I had mentioned trying out Napster – but in the end, iTunes won out.)
In any case – if you haven't yet started using iTunes – this week is a good week to start. In honor of their Anniversary – they're giving out a new free song each day this week. And no "no-namers", either. Today's free download is a Foo Fighters song.
FYI – Another reason why I like iTunes – is the ability for garage bands to upload and sell their music. (I know someone who did this recently)