I probably purchased around $50 worth of songs before I started wondering, "Just how much do I really own these songs." So I started checking things out, and it turns out that purchased music is protected. It will only play in iTunes or in an iPod. It will not play on RealAudio. It will not play in MusicMatch Jukebox. It will not play on non-iPod MP3 players.
These aren't so much consequences of some draconian DRM scheme as it's a consequence of the fact that the files you downloaded aren't MP3's at all; they're Apple's proprietary AAC format. Currently, iTunes and the iPod (as well as HP's upcoming hardware based on the iPod) are the only things that play these files.
But this stuff is relatively easy to circumvent, because Apple's DRM is actually not that restrictive compared to others. For instance, there's no limit to how many times you can burn that song to a CD - with the stipulation that you can only burn the same
playlist three times, if it has these DRM'ed songs on it.
I don't want to be a music scofflaw, but I don't want to be an idiot, either.
I realize it's a pain-in-the-ass workaround but you can archive all your dowloaded songs onto audio CD on a burner (currently avaliable for all of about 20 bucks or so.) If you re-import them, you can do so in MP3 format and they'll play on anything, DRM-free. Of course you lose all the track info, which you have to put in by hand because your burned custom CD has no CDDB entry.
(Also, now's the time to remind you that by default Apple imports songs in AAC format, not MP3. You can change this setting, however.)
I use iTunes for my audio "needs" because I also love the Music Store, and I love the "radio" station presets it ships with - I listen to "Fistful of Sountracks" a lot while I play video games.