Linn are another good source, but they have a limited range: http://www.linnrecords.com

I'd also second the suggestions of Qobuz (all music) and Presto Classical (Classical mostly) both of whom provide excellent service IMO

The two advantages of Downloads are:

1. Availability of better than CD quality recordings. For example, 24-bit FLAC and DSD
2. Convenience, you can download an album and be playing it in about 10 minutes. Buying and ripping a CD takes a lot longer.