It is a controversial question whether MusicMP3 and AllOfMp3 are legal or not. Both services claim that they pay to the artists through the ROMS organization and they work without any violation of the Russian laws. It is very hard to check whether ROMS pays anything or not.

Due to the controversy about the legality of these music services, I've decided to remove editor's recommendations for the services. I prefer to suggest 100% legal services.

eMusic is my first choice. It provides cheap music and it doesn't copy-protect music files so you can listen to the purchased music on any device you have.

Yahoo Music is another music service I can recommend. Its subscription model provides very cheap tunes. Although they're DRM protected and you can listen to them on the limited number of portable devices. And you won't be able to listen to the music after your subscription ends.
However you can remove DRM protection (copy-protection), but DRM removal software is intended to make fairuse backups for the purchased tracks, so I don't really support DRM removal from subcsription-based music files.