My favorite way is to download my music from youtube.
So you go to Youtube And you select what you like
Whatever you want ! Then with IDM (internet download manager) integrated to your webrowser
you can already download any videos from the site while you watch them.
here is a video tutorial that shows it:
All you have left to do is to extract the audio from the video you want
There are plenty of free softwares that will do that for you (video to audio converter)
Other ways are possible such as Torrent websites (eg piratebay and others), or else
you can go to sites such as Mp3 Skull
Anyway you choose the way you prefer !