There are a great deal of sites on the Internet which offer free music, many of which are of questionable legality. One which keeps all its music legal is Jamendo. The key to these free offerings is the usage of the Creative Commons licenses, all of which allow for some degree or another of free distribution. Many of the songs can be replayed on podcasts, indeed I first heard Jamendo from a podcast that played a song. All of these songs can be downloaded (again, for free) and are contributed by any person capable of recording music and uploading it to the site.
The downside of Jamendo is that there are no major artists, and a great deal of the music is bad (rotten even). However, there are also many good (even great) pieces, often which can find by looking at the ratings for music. As a result of these ratings, you can find a great deal of good music, at no cost. And frankly, you can find more and better music here much of the time then you can by going out and spending ten dollars on a popular CD.