There are the illegal P2P services but Personally I don't think it's worth the pain and the viruses.
There are great subscription services. For a price of one CD a month (and even less for annual deals) you will get to download as much music and video clips as you want.
There are a several good services: like http://www.rhapsody.com/home.html
or http://free.napster.com/ check them out
:)
