Check the official websites of your favorite bands to see if they have any material directly available for download. Many artists, especially independent ones, do provide music for free and for sale without having to use iTunes, Napster or other programs that require you to download their software. Though it might not get their music to nearly as many people, it cuts back on them having to pay storage fees to third-party servers and royalties, a percentage of their earnings on a downloaded song to larger content providers.
Try using MySpace to find music that doesn't require an exclusive program to play it. Thousands of musicians upload their material to MySpace to get it out to as many people as possible, and users who opt to sell their music on the site can upload multiple albums' worth of material for purchase. MySpace used to provide free music downloads to users, but has recently stopped this practice because of overwhelming site traffic created by it. It is no longer free, but you can still download music from MySpace without having to install a special "MySpace Music Player" or other unwanted gadgets.
Purchase music from online services such as Amazon MP3, eMusic and PayPlay. All of these sites use the commonly known MP3 format for music, which is compatible with virtually any modern music player you may be using. Downloaded songs from these sites typically range from 50 to 99 cents per song; you can choose to purchase entire albums or one song at a time. Again, this is not a free option; you will still have to pay for the music. These sites, however, do not force you do utilize any special music player. Just download and listen.