Good question. depends what you're into, how much a particular cd is gonna cost you, and on your moral code.
The music industry has decided that with £0.00 production costs on online music, they're gonna charge MORE than a CD. That's right, MORE. they want to prevent you from buying a single track, instead forcing you to pay for extra rubbishrubbishrubbishrubbishty tracks you don't want (much like buying a CD single), they want single tracks and albums to cost MORE than with a CD, because it's considerably cheaper for THEM, and people buying online would otherwise miss out on all the really great bits of CD buying that they're unfortunately missing out on, like high prices and getting rubbishrubbishrubbishrubbish tracks you don't want.
Sometimes you can work on the cheap for some rarer stuff, however next you need to ask yourself if you're happy with DRM'd music in a dubious quality - most online stores use 128K WMA9,and the iTunes Music Store uses 128k AAC, in a form where the record industry controls what you can do with that track - such as only plaing back on your PC, preventing you from recording an audio cd with that track, etc. stores using non-DRM music are rare, since the record industry fears not having absolute control. DRM-flavoured stores include
www.ministryofsound.com/downloads ,
http://www.tiscali.co.uk/music/musicclub/ ,
http://www.virgin.com/downloads ,
www.mycokemusic.com , a few others. they're all outlets for the same wholesaler,
www.od2.com, so don't expect a lot of variation.
A couple of exceptions exist.
www.bleep.com is Warp Records' online store, selling their library in clean and pure MP3 form, created using the highest settings that one of the most highly regarded version of LAME MP3 encoder will do, LAME 3.90.3 --alt-preset standard. Warp aren't the biggest of labels, but if you're into eccentric weirdness like Aphex Twin then they're a good bet. Other than that,
www.wippit.com offer a mix of WMA and unprotected MP3 tracks - usually the MP3s are from smaller unknown acts whereas the big names get WMA protection.