I use torrents to download, but you end up having to download complete albums to get the songs that you want..

I suggest iTunes.. all songs are 99 cents. I find it very user friendly, and you can preview the songs before you pay for them,
(1st 30sec of the song).

If you don't want to pay, maybe some file sharing program could work, bearshare, limewire, etc. however beware that those programs have spyware that come with the program. However I know lots of people who use those programs all the time.