I decided to try EMusic.com. If you don't know about it it's a new music service that provides legal MP3s of famous artists for like $10 a month. No limits, download as many as you want, no restrictions. Since they are MP3s you can burn them to a CD, copy them to your iPod, NetMD etc.
So far I'm mixed because I'm having a hard time finding good music. It's not that there is not a ton of good stuff it's just I don't know what it is. Imagine walking into a record store with no radio. Meaning I guess most people hear something on the radio or somewhere then to get it at the CD store but here, since they carry mostly slightly older titles, what should I be looking for? At least you can sample pretty much every song on there.
There are 9 complete CDs worth of Pizzicato 5 music available on EMusic.com. If you are into MP3 and Pizzicato 5 and being legal that along would make it worth signing up.
There is lots of classic Jazz and Swing too.