Call me old fashioned, but I still buy CDs.
I don't download music from the internet, but I do buy some songs from itunes. I love to listen to radio online. Sometimes, artists will have full versions of their songs available at their websites.
Recently, I have been pining away for Iron & Wine. I have not brought myself to the music store to purchase it because I have been enjoying the music I've found on the internet to listen to. I have provided a link to one of my favorite songs (see Obsession of the Week).
If you like Wilco, Nick Drake, and Elliott Smith, you'll probably enjoy Iron & Wine. When I went to In Good Company a week ago, I heard a song that I needed to know the artist. I came home, punched in the soundtrack on Amazon.com and VIOLA!! Iron & Wine...my new love.