I use
http://www.allofmp3.com largely because it's the only one that offers DRM free music in the quality/format of your choice - it's the second most popular in the UK for that reason.
It's technically legal, but definitely not operating in the spirit of the law I think due to its
very cheap prices.
The sad thing is, I'd happily pay nearly shop prices for DRM free downloadable music - but can I find it anywhere else? No! It also has a larger selection than iTunes.
I'd even use iTunes if &*%$ Apple gave us a Linux port...grrrr! It should be trivial to do as they both have a Unix backend!