I use Yahoo Music Unlimited -
http://music.yahoo.com/. For $5 a month ($60 a year), you get unlimited downloads of over a million songs. The catch is that they are in protected WMA format, meaning that they can only be played on the computer that downloaded the song and certain portable devices that support the WMA licensing schemes. You can also buy the songs from Yahoo Music for 79 cents a download, which is less than most other popular services, and use them on any device you like.