I am going to echo what Pam said, I've been using WinMX and find it generally reliable.

I also have ITunes, BuyMusic.com and AOLMusicNet which allows me to download music legally. Most song are 99 cents (except on AOL where I pay a flat charge of 10 dollars a month to download unlimited songs and burn ten of them). So far they're really great but certain artists (like Janet Jackson, Garbage) have yet to give these groups the rights to release their songs so if you want some songs you have to go the illegal route.

"Let us remember that there is a creative force in this universe, working to pull down the gigantic mountains of evil, a power that is able to make a way out of no way and trasform dark yesterdays into bright tomorrows. Let us realize the arc of the moral universe is long, but it bends toward justice."
-- Martin Luther King Jr.