I love iTunes, myself, and it's obviously the way to go if you get an iPod.
Napster is a pretty good download site, too. You can download for 99 cents per song, like iTunes. Or they have a "To Go" deal where you can download unlimited songs for $14.95 a month. You can't burn them onto CDs, but you can listen to it on your computer and transfer it to your MP3 player (check which MP3 players are compatible at
Napster first). They'll also send you a free 1GB MP3 player if you sign up for a year of service, but I doubt it's very high-quality.
Hope that helped!
Jessi
