dependso n what kind of music you like...
I am all about the legal stuff -there are peer to peer places (like soulseek) that aren't quite legal that i won't touch... but the free ones :
Amazon.com has a ton of stuff
For some lesser known bands.. or up and coming bands check - -this has a lot of good stuff, especially if you like non mainstream stuff that you dont always hear on the radio - some bands require you sign up for their mailing list - but that usually just means you get a monthly email with thier perfomances.
www.garageband.com http://music.download.com also has a huge music secion with tons of different stuff