Well that's another funny preference. iTunes isn't great quality, it's decent quality. Also they really like their DRM and other restrictions. There are very few great "legal" download sites and by far the most of them are electronic music only. Sites like BeatPort, which sell 320Kbps mp3 and even in some cases proper FLAC for little more than your precious iTunes sells DRM cripled 192Kbps m4p files.

I prefer the real thing i.e. either the physical CD or a 1:1 copy of said CD.