I'd have to say iTMS is better than the others, currently, because of things like the
Hymn Project (standard disclaimer - it might not be legal in some areas - i.e. the USA).
And of course the nice fact that, although, as the EFF guide states, they can change the DRM terms, it
is not a subscription service, like Napster.
Still, there's two more solutions - P2P and CDs. P2P is legally grey-area (again, especially in the US, where it's basically illegal - not so much in Canada, as long as no profit is made it still (apparently) is legal), and CDs are still rather expensive (depending on exactly which CDs you buy)...