Amazon MP3
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Amazon MP3 is, believe me, everything I wanted from a music download service. First and foremost - cheap! Second? Easy. Third? DRM-free. DRM might be a clever piece of math if you look at it that way but I knew from the first day I heard of it that we weren't going to have a cordial relationship. So, although I purchased a song from iTunes every now and then because it was so goddamn easy, I hated myself for it because I would later have to strip it of its DRM using Audio Hijack or some such painful means. Now, I can enjoy the music downloading to its fullest. The first song I bought from Amazon MP3 was Ah W Noss" by Nancy Ajram, and I have never been through a more painless and guilt-free purchase ever.
And I like a lot of Amazon's policies better. They would rather include some songs into their library than be haughty about their policies (whether they're good or bad is not the question!) and I think some of the pricing schemes (like more money for longer songs) make more sense. Also, you get non-personal-information-tagged MP3s for 99¢ instead of $1.29. It might not be a steal but it's definitely cheaper than competition. Go Amazon! Finally, Apple has some serious competition.
Oh, and they have the same Indian music collection as iTunes does.
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So in my mind, this is the best place to purchase music online.