I bought 1 album from Puretracks. 1 shot deal, because it went so bad, I never wanted to do business with them. At first I couldn't download the songs. Then, once they were downloaded, the licence was not being downloaded so I couldn't even listen to it. Took about 2-3 weeks, just so I could listen to it once. At that time, I don't know if it's still like that or not, you allowed to burn 3 times. Well, it wouldn't even let me burn it once! So I gave up, went on KaZaa (I think it was still going strong at that time, don't remember) and managed to nag the whole album, in unrestricted, lossless FLAC format. I never looked back and I totally feel within my rights to have done that, as I had bought them and Puretracks couldn't be bothered to actually make it work.
Since then, I've never bought a single DRM crippled song. I did buy some MP3 files though, but from a possibly not so legal site, but they're in a grey area, as the RIAA still hasn't been able to shut them down, not that they didn't try. Well, the important thing, to me, is that at least I never had any problems with them, and I could even choose the format of my songs (MP3, Ogg, WMA, FLAC, even uncompressed WAV!)
Anyway, I'm still buying good old CD, and staying far, far away from Sony/BMG releases. And should I buy a "enhanced" CD, at least I have my trusty AnyDVD that prevents most of the copy protection scheme to actually kick in.