BMG

If you still like to have the physical CD in your hand, the traditional CD club is not a bad option. Like Columbia House back in the day, BMG offers the upfront incentive of 12 CDs for the price of 1, with no additional commitment. Great deal, as long as you don't mind getting lots of junk mail. Click here for the introductory offer - 12 CDs for 1

Riptopia

Want to upgrade to the digital age? Have a huge CD collection, but no time and patience for ripping them to your computer and iPod and categorizing everything? Riptopia will do it for you, for roughly a buck a CD. Files are converted at a high sound quality to either an iPod or just about any MP3 player. Disclaimer: I haven't used this service, but after committing hours and hours to cataloging my music collection (and probably working for less than minimum wage), I'd gladly outsource this to someone else. Riptopia is offering 25 free CD rips to get started. Check it out here.

Yourmusic.com

OK, it's not a music download site. But YourMusic is a cheap and easy way to order music online. You just create a queue of CDs and your top available choice is delivered for free within a few days. So you don't get the instant gratification of downloading the music right away, but you do get the CD. Burn it to your computer and your iPod and there's no worrying about digital rights. Unlike NetFlix, you get to keep the CD. At $6.99 per CD and free shipping, it's quite a deal.

YourMusic includes a pretty good selection of popular titles, but was lacking a few new releases.

AllCoolMusic

AllCoolMusic is a file sharing network, similar to Napster, KaZaa and those other sites you filled your computer with back in the heyday of the Internet. This time you need to pay an upfront subscription fee to gain access.

AllofMP3

It would probably be illegal if it were based in the U.S., but I guess copyright laws are a little more lax in Russia. If you're willing to give the Russians your credit card, you can download a wide selection of songs for $0.15 and albums for 2 bucks.

Alas, AllofMP3 was shut down in July 2007, but it may spring up in another form. Check out the Wikipedia posting here.