Napster is good for a lot of stuff. I've also used AudioFind http://www.audiofind.com
with some success.
Actually I've found for rather obscure stuff (like Japanese Anime music), Google http://www.google.com
works great. For example, if I'm looking for music from the series Bubblegum Crisis 2040, I type bubblegum crisis 2040 mp3
and looking through the top sites I can usually find what I'm looking for.