There is always BitTorrent. A site like http://www.legaltorrents.com/index.htm has all legal torrents and a google search for legal torrents will find you many more sites.
Singingfish.com used to be a great place to find free mp3s but AOL bought the site and now it just routes you to AOL video which sucks.
There is also allofmp3.com which is not free and is only quasi-legal (I think that would be the right word). The service is also off at the moment but they claim it will be back soon. I've used this service and it is very good.