Update August 23: http://www.emusic.com/ has been suggested. Interesting - DRM-free music, but on the other hand an ongoing monthly financial commitment, which I don't like, with emusic reserving the right to change the terms and conditions at any time. Not sure about this, but definitely much better than itunes.
Much as I like the idea of the convenience of buying music online (whether for download or CDs), I can't bring myself to sign the itunes agreement. This agreement says that I can only use what I buy in Canada, and apple reserves the right to use spy technology to enforce this. Nor am I keen on purchasing through Amazon, since I don't see an easy way to filter out music produced by companies that employ evil sue-their-customers-even-kids techniques and/or who advocate for evil copyright protection. Perhaps an Amazon "no-RIAA members" button would suffice?
Given the popularity of the international Pirate Parties, maybe it's not just me?
On the other hand, maybe I should just create my own music.