There are literally thousands of websites that claim to offer music and movies that are illegal and do not have the rights to sell music and movies. This is a list of legal sites. When you use these sites, the artists and the copyright owners will receive some compensation.
iTunes - iTunes is owned by Apple, but does not require a Mac, an iPod or an iPhone. You can legally purchase and listen to music and movies instantly. iTunes has essentially every song you could imagine. There is no monthly fee but you do have to install the iTunes application on your computer.
Amazon - Amazon has an excellent selection of both music downloads and streaming movies and there is no monthly fee.
emusic - emusic has an excellent selection and gives you discount downloads in exchange for a monthly membership fee.
Spotify - Spotify’s specialty is that you can stream from a huge selection of songs for free with ads or with no ads for a monthly fee.
Netflix - Netflix streams many movies for a small monthly fee.
MOG - MOG offers millions of streaming tracks that you can share with friends.
Pandora - Pandora is the next-generation of internet radio.
Last.fm - Streaming music recommendation service.
Rhapsody - Streaming subscription service with huge selection.
Bearshare - The current version is legal. There are plenty of old Bearshare versions that are not legal. New version 6.0 and above are legal.
iMesh - The current version is legal. There are plenty of old iMesh versions that are not legal. New version 6.0 and above are legal.