I like to keep my music. Subscription means your music is locked out if you don't pay up. Not what I want.
I go for iTunes. It's cheap ($1/song, $10/album average), available in more and more of the world. The DRM is kind of restrictive, but better than most. You can burn a playlist to CD-R up to 10 times, authorize five computers to access your purchased music and put the music on as many iPods as you want. However you can strip the DRM very easily with JHymn so you can copy and transcode to other formats if you want.
I've purchased about 400 songs over the last year and love it.
That's my 2¢