It's a slow process, but they're learning. Check out Listen.com
Right now, you can register for free and if you subscribe, you can burn tracks for 49 cents until the end of March.
I still don't like the fact I will have to pay $9.95 for a subscription fee and then be charged to burn the tracks as well, but I suspect it will be sooner than later when that changes.
One thing is for sure, the sound is just awesome. If you have a broadband connection, you can't really tell that it's coming via the Internet. Most streaming audio used to have that little 'echo' in the background that made it sound like the music was being played in a tunnel. Not here.
KaZaa and IMesh are still going to rule the day, but at the very least, the recording industry is starting to slowly remove their heads from their asses.