Most of the services use WMA format, which I believe, is superior to WMA. Most players, except the Ipod, support WMA. The whole thing is kind of backwards. 99% of the services use WMA but the most popular player, the Ipod doesn't support it.
I use Napster. I have a subscription. I am happy with it most of their songs are 192k WMA and are virtually indistinguishible from the original CD.