Leaving Itunes

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I have been purchasing music from Itunes for quite some time now. Now I am thinking of getting music elsewhere because I can only transfer my Itunes to an IPOD media player. I just got a free MP3 player and I'm a bit irritated that I can't put Itunes on it without either burning cds or using a virtual cd burner. I paid for the music I should be able to listen to it any way i like. Where do you download your music from?