I'm only just now opening this thread (apparently)... Because had I opened it earlier, I would have written what I'm about to write to you now.
http://www.allofmp3.com
Yes, it's a Russian site. Far, far, far less expensive than anywhere else I've seen... no spyware that I've been able to catch... and, well, you can download your music in a variety of formats. The range is from mainstream to "pretty eclectic". I might have to check out eMusic to find some of the less mainstream stuff I can't seem to dig up there.