Before I go to bed, I was thinking of downloading something so when I woke up I could look over it over my morning coffee. The only trouble is I don't know what the software is called that downloads stuff... get the idea?
I use bittorrent (Azureus) and direct download via rapidshare, mediafire, wherever someone uploads it...
That's the two I use too. And remember kids, always get the permission of the record company before downloading.
bittorrent & limewire. I also use Peer Guardian whenever I am using these programs, just to be safe. If I was really paranoid I'd use a proxy through Tor.
Limewire is the best for single mp3 tracks IMO. For everything else use uTorrent via www.torrentpond.com