Yahoo, Napster, MTV Urge and Rhapsody both allow you to upgrade your PC-based subscription to a "To Go" subscription so you can fill or re-fill your MP3 player at will (as long as you're a subscriber). Check their websites first to see if your portable music player is compatible. iPods are not, but a growing list of new players are. If you listen to alot of music, want to explore new artists and don't want to be tethered to your computer, this is the way to go.
We strongly encourage you to try before you buy, since you'll need to ensure compatibility with your computer as well as your portable music device. Note that each of these services requires Windows XP or Vista (no Macs) and a compatible WMA player (sorry, no iPods).