I have signed up with Yahoo's music service and so far it has been great! I signed up for the annual sub at ~$60 for 'all you can eat'. The sub gets me the ability to stream music in there library to my PC, you can also download it to play for as long as you are subscribed. If you wish to take the music with you, you have two options, purchase the songs at $.79 cents per track and burn to a CD or if you have a supported music player, you can transfer the song to it for no additional cost.
I have been subscribed to both Napster's and Musicmatch's music service for the past few months. For me, and the way I listen to music, the subscription services make more sense than the purchase only model that iTunes uses. I listen to stuff all over the map, and quite often will listen to a song only once. Anyway both of these services had their good and bad points. I would have to say that Napster was the most problematic: It would fail to play streaming music many times, the MCE client has an irritating requirement that windows media player is running before it works. I put a support call in and had a tech completely hose my windows media player to the point that a reinstall of windows xp was the only thing that fixed it... Musicmatch was better, they have a good kids radio and did have more of the music I was interested in listening to, however their player is sooo slow and would often crash... I am happy to be leaving them behind
The Yahoo player is a beta 1 product, but other than some odd behavior the first time I ran it... could not create playlists... it has worked fine. I like the fact that it is extensible and has a published API. It appears to use HTML for a lot of it's interface and it seems snappy compared to the bloated players from Napster and Musicmatch (MM is now a Yahoo company)
I had been looking into getting a media player that can play downloaded music from Napster, but with Napster you needed to bump your sub up to ~$15 a month to get this ability. With Yahoo it is included in the $60.
The only downside I can think of would be that you are limited to three PC's that can be registered with the service. At this point it is not an issue so we will just have to see how it works out... But for the cost of 6 cheap CD's I can listen for one year to a heck of a lot of music...