there is always the (in some minds) the illegal allofmp3.com who have literally thousands of artists. The only downer is you have to start or top up with a minimum of $10 £5.50 ish. But you can have the tracks in almost any format, even for iPods which a lot of sites don't unless you burn then rip the CD.
Apart from that I guess you've tried the mainstream, HMV, Virgin,Napster, Wippet, Tesco etc?