I discovered this site on the French Ubuntu community, and I come to share you my discovery, as I am pro-opensource.
Jamendo is a website where you can find music of all genres and various independant artists who decided to share them under the Creative Commons BY-NC-ND (Attribution-No Commercial Use-Non Derivative) license, so you can legally download and share the music with your friends for free, so there is no piracy issue.
Here is the link : http://www.jamendo.com/en/
Don't hesitate to post the links to your favourite playlist !