The thing I hate about Itunes is that you have to use proprietary software. What website can you buy the same (mostly) commercial music, and just download mp3's or whatever through a web browser?
Amazon offers this, but only for music. Also, as GAThrawn said, you can only download your purchase without proprietary software if it's a single track and not an album.
Emusic is pretty good and cheap, too. The downside is that it does not have as large a selection as some of the others. Also, it is a subscription based model.