Most of the music I listen to is international, and is very difficult / close to impossible to find through normal purchasing channels.
Most the normal music that is available, seems to be mostly 70% crap.
So, I download via utorrents, newsgroups, and iirc. Then sometimes later purchase individual songs or albums off the internet.
FYI. Most point 2 point (P2P) like kazaa, limeware, winmx put's spyware, adware, and other crap on your pc. Also, it makes it extremely easy to hack.
Be sure to check out
http://www.tv-links.co.uk for all your Shows, Cartoons, Anime, Movies, Music Videos, Sport needs. It's mostly windowed streamed, BUT, if you note the reference website when you open up a video, you can go directly there, download in full, and watch full screen.
Enjoy.
Reorx