Aye... I used to have a string that I'd type into google where if you included an artists name and a format in the right places it'd search the web via server directory pages and you'd end up with a tonnes of direct links for any 'live' MP3s, WAVS or whatever that corresponded with your search...
Not used it for ages, but I'll try and find it and post it up here.
As for good music sites, for variety and a good representation of underground AND mainstream music in one place,
Soulseek still rules even if it is P2P. That said, unless you have a significant number of seeds then a P2P connection may not be THAT much slower to start with...
When it comes to cheeky music DLs it's all about how 'popular' what you're looking for is.
Another suggestion: Google "[insert artist name] blogspot" and start diggin'.