There are some cross-platform services which are subscription, but none of them work on iPod. If you're subscribing to an 'all-you-can-eat' service, there is little point in restricting yourself to a PC-only listening situation.
If you buy a (Windows only) non-iPod, you can usually enjoy higher sound quality with your own rips, more control over the sound (through better EQ) and better functionality as well as subscription services. PlaysforSure (subscription DRM compliant) machines used to be terrible, but several of them are now on a par with the iPod. The tradeoff is - depending on what you buy - the loss to different degrees of the 'I don't need a brain to use this' aspect.
If you want subscription, you're better off in the Windows world, be that via Boot Camp or buying a proper computer (Parallels didn't work very well with Rhapsody and Napster To Go the last time I tried). Boot Camp is however a flow-breaker for this sort of thing.