It pains me to say it, but iTunes probably has the largest selection. I also have been finding a lot more music on Amazon for the same price without any of the Apple proprietary baggage. I prefer to buy my music piecemeal, so I don't know how good of a selection the monthly subscriber sites have nowadays.
Because I believe once I pay for the music, I should be able to play it on any dag-nabbed device that I want to, I burn all my iTunes music to an audio CD and rip that to MP3. That lets me put the music on my main Creative Labs player, the little one I use for the gym, my Car GPS, my computer, etc. Pain in the ass to do initially, but I can then listen to my iTunes music on any of my devices, not just the limited number Apple allows me.
