I've been using
http://www.kazaa.com for about nine months or longer. It's free and not too slow! Give it a try ... it's so far the best one I've found. I started with Napster, and it got shut down. Then, I used Audiogalaxy, and it, too, got shut down. I have my fingers crossed with this one!
By the way, you can not only download music but also full movies and music videos.