Me?
eMusic all the way. Of the over 7800+ tracks, not a single one came from iTunes. I very much primarily listen to underground power/progressive metal, which is almost always produced by indies and never played on the radio, thus I find quite a bit of it on eMusic. Heck it has been over 5 years since I've last listened to the radio, so I don't even know what is "popular" anymore as far as that is concerned, and frankly, I really don't care as I found most of it at the time I quit listening to be so stupid, banal, and vapid anyway (edit - a quick cruise through the top-40 charts just now seems to show it has only gotten worse. Britney Spears "Womanizer" at number one? Puuleeez! Glad I jumped off that ship before it sank to these new lows. Seems the only thing that I would even be remotely interested in now-a-days would be Metallica's new one, but where I've seen that band go in the past few years, I am not holding any hope on it).
Of course, whenever possible, I do prefer to get the actual CD. Also found many an artist that gave away free albums on their website. There was one Australian progressive metal band (Voyager) that sold their album as a digital download on their website for something like 8 bucks. I paid them (and they probably got the entire $8, minus whatever cost they had to put up for operating the site), plus the album friggan kicked butt.
However, I do miss the heydey of the old MP3 com (some stupid limit would not let me put in the "correct" name of the website). I found all kinds of really good stuff on there, but sucked trying to download any of it since at the time I only had a crappy, slow 56k dial-up service.
And yes, I'll admit that I have used napster as well as allofmp3 a few times. One thing about allofmp3 (what fascist setup is this kevtching about putting "(dot)com" on a name?), they did have some albums that were otherwise next to near impossible to find by most "traditional" methods, especially some of the older stuff from some of these European power/prog bands that I love listening to that was never released in the US.