Apple iTunes is the king http://www.apple.com/itunes/store/
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Will let you download and listen to midi files free.
For twenty five dollars a year,you can download MP-3 files;you can record them as 44.1 WAV files,but they are still MP-3, with the compressed dynamic range problems that implies.
The upside is that the performances are good.
I use the virus/spam/pop-up blocker that my isp provides and have not had any problems with the archive sight at all.