Visit Internet-based download sites like the iTunes Store, Amazon and eMusic. These sites offer users the opportunity to sign up with their service and purchase music at prices ranging from $0.49 to $1.29 per song. These services also allow you to purchase your music per song or in album form. You also can import songs and albums you download from these services into your media or music organizer such as iTunes or Windows Media Player. You can then and add them to portable music players such as Apple's iPod or Microsoft's Zune.
Go to your local record or electronics store. Here you can find hard copies of audio media such as CDs, records and, in some cases, audiocassettes. Prices vary by market and medium. At record or electronics stores you have the benefit of talking to a person for recommendations and help.
Check your local library. Many public and school libraries house music collections their members can rent. Check the library's catalog online or on site to see whether it carries albums you might be seeking.