I used to be a huge music cd fan, that was up until Napster. Now I tend to purcahse my music on-line from iTunes, eMusic and in the used section of Rasputin. I still like to purchase my music in cd format, you have the highest quality sound and free to choose your encoding format for your music player.
Right now I am looking at Your Music, a service that for $5.99 a month will send you one cd. Every other cd after that is only $5.99 including shipping and tax. It's interesting, I spend more on magazines but still sounds too similar to the old "10 cd's for 1 penny" things.
Overall it's great for the new cd's that come out, averaging $15~17 after tax but I still find tons of great music in the $5 bins.