i use a couple of things, usenet, FTP, google, torrents, soulseek.
soulseek is awesome for the rarer stuff, and just feels good.
torrents for huge discographies, usually my first search, i usually use
www.torrentz.com or
www.toorgle.com, to search, i used to use demonoid, but with the recent problems with it in holland, i'm not sure i trust it anymore, even though i have peerguardian2 running.
i use bitcomet, used to use azureus, and am thinking of switching back, in the very beginning, i use bitlord, untill i found out that it was basically a bad knockoff of an older version of bitcomet, with spyware/adware added(seriously, check the extension protection thing, .bc? bitcomet), but because bitcomet puts some ads in the client aswell, azureus looks tempting once again, not gonna use utorrent, ever since that RIAA thing with them.
usenet is nice, but seeing as my ISP only has 5 days retention, it's not THAT useful, usually impulse downloads.
ftp, well, napalm FTP can find alot, and since it's directly from ftp channels, its fast as well.
for google i just use g2p.org, also usually direct download, easy.