I agree with this post. After getting "shuffled" by songs my wife bought on itunes, I searched for months for a easy/legal/open/fair music solution. I don't want to be a Amazon fanboy, but they have a "fair" system that doesn't lock out any competing OS's.
The amazon mp3 let you download a single song without installing anything on your PC.
Here's my music solution:
OS: Debian GNU Linux - i'm running Lenny
Music Manager: Rythmbox - comes with Debian
Online Music: Amazon mp3 - artist get paid some, but no DRM
Portable player: Sansa Clip - plays ogg & mp3
I burn my existing CD collection to ogg