It all depends on what you want to Download.
There are sites that offer 'legally free' Music that has been offered by new Bands trying to break into the market. You will never have heard it before and you may never hear it again. However, you may just latch onto the new 'Fleet Foxes' or discover the Gallagher Brothers before anyone else.
If you want Music, whose Musicians, Writers and Producers are allowed to make a living, then you will need to pay for it.