I've said before that I like Pandora - and the buying experience couldn't be easier. I was listening to a song that I liked, so I hit the menu option under the playlist, and was presented with options for iTunes and Amazon. I hit Amazon, used the "1 click" thing, and boom - the downloader started bringing the album down and tossed it all into iTunes.
The people who think Pandora costs them money - and insist on a per song played fee - are just nuts. It's a marketing and promotional channel, and - like the Monty Python YouTube channel - leads to increased sales. I've run across bands I'd never heard of, and would never have thought to buy music from.