Personally, I like Vuze; unfortunately, it doesn't offer selective downloads anymore-i.e. I have to download everything. Also, for some reason, when I open downloaded music in iTunes, it will say the file cannot be found; therefore, I use uTorrent for all my music. uTorrent is Windows only, though. However, it has one of the best interfaces I've ever seen, which makes up for it's shortcomings.
For a torrent site, I second The Pirate Bay. If I can't find something there (unlikely, since it's a gigantic site) or I want more seeds, I go to
btjunkie. If that fails, I google the name of the torrent I want and add "torrent" to the search.