My favorite music combo is using MOG and Wondershare Streaming Audio Recorder.
I've used many of the online music streaming services since their inception and I've found MOG to be the best in terms of price and quality. For $5/mo you get unlimited music on demand and at the highest bitrate (up to 320kbs) of all the major streaming services. The UI is evolving (pretty sleek now) and they're designing new desktop applications. I was initially a fan of the Slacker music on demand service but it's $10 and still doesn't have as big of a selection as MOG.
Then I use Wondershare Streaming Audio Recorder to capture the music I'm streaming from MOG. It's easy to just hit the record button and you can have either an entire album or playlist recorded with all the song info (title, artist, album, etc) by Gracenote. And I'm quite pleased that Wondershare updated the software and it's a vast improvement over the previous version. It's really sleek and affective now. It still costs $29.
So am I cheap because I do this instead of buying the MP3's? I just believe music on demand is an evolution of the music industry. I'm still paying for the service and the recording software and it's entirely legal. I don't, however, support free downloading. I do believe in supporting the music monetarily somehow.