Do you mean free downloads or pay downloads?
For pay downloads I would suggest AmazonMP3, or iTunes if that's more your thing but I prefer MP3 format. They're generally the same price and have mostly the same selection. Also Bandcamp for independent artists.
For free downloads unfortunately there isn't as much of that as there used to be, you can find some on Bandcamp, Reverbnation, New Release Today, and Jesus Freak Hideout.