I believe you can't ask these type of questions on public forums, it's in the Terms of Service I believe.
itunes is the best by far I think. It also lets you have access to a lot more content than just music. You could always try and find a monthly fee site if you download a lot. I can't think of any of them though.
Well, we use to use Napster on campus; but we recently switched to Ruckus; it is free if you have a school e-mail address. Ruckus works for your basic needs, but you won't find a lot of underground stuff. The only reason I use Ruckus, is because it doesn't count against my bandwidth limit for the week. Also, Ruckus (like most other music download sites) have DRM's on them... But there are simple ways around those. It might not be exactly legal or illegal but you can just rip music off Myspace or any internet radio site, like Pandora, etc.