Being an iPod user, iTunes Music Store is an obvious way to download songs legally. However, Amazon.com also offer legal music download service, at the same or lower price than iTunes. Even better, Amazon uses MP3, which is compatible with pretty much any digital audio player out there. Using MP3 also means there is no DRM. To sweeten the deal, looks like Amazon uses Lame MP3 VBR compression. Some tracks in iTMS are still in 128kbps DRMed AAC format, but Apple is providing more and more iTunes Plus tracks, which is non-DRM AAC 256kbps.
iTunes has quite a selection of Eurobeat and J-Pop, albeit not nearly up-to-date. Fortunately, Amazon seems to be adding those genres too. Both even have the latest L'Arc-en-Ciel's album, Kiss. (I recommend Daybreak's Bell, which is the OP song for Gundam 00). The selection of Amazon music store is not as great as iTunes, but if both have the songs you want, I highly recommend to download from Amazon, mainly because of the universal MP3 format.
When purchasing a download song/album from Amazon's website, you'll be offered to install a downloader software, which luckily is also available for Mac OS. The software will manage your downloads, and also add the tracks to iTunes automatically. Pretty nice and seamless.
1 minor downside is that Amazon uses crappy low bitrate samples for their songs' preview, while iTunes has better quality for their previews.
The days of DRMed music, and importing expensive CDs from Japan is coming to an end.