I don't think I've downloaded single rare/weird songs in years :p. I dislike having stray songs lying on my hard drives, so I get the entire albums even if I'm just looking for one song. That's also a good way of discovering new music, I find.

I used to listen to internet radios, but I found them to be too unreliable, and they started skipping when my internet connection was under heavy load, which was quite often. Besides, I like having access to my music when I'm not online/at my pc.

Not being the richest person alive, I feel that I need to prioritize my album purchases. I download most of my music, but I only buy the artists I like the very best.