I made my first online music purchase yesterday. Two things came together to make this possible.
First, online music stores (like Amazon, which is the one I used) are now providing music in the non-proprietary MP3 format.
Second, they are now making online music available without DRM (Digital Rights Management), an evil scheme designed to hobble your listening and dreamed up by the devil himself (with a little help from his minions in the major music labels).
I've been waiting for these developments because in a field where technology is still developing it seems crazy to me to be spending money on music in ways that lock you in to a particular vendor (e.g. Apple or Microsoft) or a particular device thus preventing you from later on using music on devices that haven't yet been invented and in ways that haven't even been imagined.
So I'm happy now, because my wife will often buy a CD just to get one song she likes. It's so much better to be able to pay 99 cents and download just the song she's after.