Ditto... on the eMusic subscription. You can usually get 25-100 downloads free. With that you can snag a couple obscure but interesting albums and good number of decent singles. I found the eMusic catalog to be a little less extensive than others and basically took my freebies and cancelled. I still get offers to re-up, so more freebies could be enticing.
I've also tried Rhapsody.com - their catalog is more complete and current. They have a download-storage-play system that I didn't care for, but the service is popular and reliable.
Honestly, I'm not much of a downloader; I still like buying the CD. But I think there's something to be said about the big companies. iTunes, Wal-Mart, MSN all have great sites and popular prices. Wal-Mart, I think has the lowest prices on downloads. Here in the States plastic download cards are the popular thing now. Use them like a credit or debit card in a store or online.
I think if you're not interested in the CD hardware or liner notes, downloads are the way to go. Albums can be cheaper and you can even buy individual cuts froom an album a singles prices. Actually, $0.79 - 0.99 USd per song is about what we've been paying for singles for years. And I'm sure yuo can get them at even better prices if you search the net. Music is music; I would be more concerned with the quality of the site interface, security and features - like storage, listening, downloading, saving restrictions, etc.