Anime Music Sites:

http://www.gendou.com - Various [kickass site - first recommendation]

http://www.tsubame-gaeshi.com/music.html --Prince of Tennis

Keiichi Anime Forever --Various - 0bliv!on

http://www.afaddnetwork.com/music.html --Various

http://www.animescores.com/%7Ecowaii/_junk_ --Various - lKaYoSl

http://anime.therisenrealm.com/ost.html --Various OSTs - Mist Assassin

Singing Fish --Anime music + 'normal' music - Fayt [search for anime songs]

VGmusic.com --Anime and Games music - Astrosaver

How about singles download?

http://eanimus.com/ (requires free registration)