spootify have both, paid and free.

when is free you'll hear publicity between songs (like a radio)
when is paid is without publicity or banners in the site, you have access to all music (streaming), also you can download the songs but still I not tried, why have the songs in the computer when you can stream the content? also access from your cell phone, so you can use spootify like an ipod :-)
prices are very cheap, have 2 plans, 4.95 or 9.95 /month
I think services like spotify is the future