i usually google the song first.. if sites come up where i can download them then i use those sites (mediafire, beemp3, etc.) but if i cant find a place to dl it from on google i goto kickasshtorrent :o...
I download with youtube downloader. It takes a while but it's safe and you can convert to ipod and mp4 as well as other things. Very useful for music and videos.
IF I just want to listen to music I use playlist.com, but if I want to download them I use FrostWire. I know its dangerous but you should always do a virus scan on whatever you download anyway.
I tried Frostwire but it would never load up. Nowadays, I just Google-search and virus-scan. Not the most time-effective method, but I don't download much so it's not a problem.
I swear it has almost every song. The only downside is that if the preview of the song or whatever doesn't finish loading, your download of it might be cut off.