iTunes
I've been using iTunes since it was released for the PC. I'm very satisfied with the overall experience, no problems with the software. Of all the paid-download services, iTunes gives you the most freedom to do as you wish with the music once you purchase it. You can burn songs to CD as many times as you'd like (although you can only burn the same playlist three times). Once you have the music on CD, it is in .wav format - then you can do whatever you want (load it on an .mp3 player, edit it, mix it).
As far as music selection goes, iTunes is as good as any, and browsing the store is very pleasant. I have one peeve with iTunes, quite often, the short song preview they offer doesn't represent the song well - about 20% of what I've downloaded turned out to be much less appealing than the short clip lets on.
The only thing I dislike about ALL the download services is that the music is encoded at less than CD quality, and on a good sound system, the difference is noticable. However, I am through buying $13 CDs just to get two or three good songs.