Well if you want safety, then i would definately go for paid services such as iTune, and if you don't want to be infected with spyware/adware, definately don't go for P2P sharing programs such as Kazaa or Limewire, although i use Limewire [Kazaa is already filled with adware/spyware when you download it].
Limewire is fiarily safe. Only times i've had problems with it is when I attempted to DL SIM CITY 3000 I got a trojan. But with music you should be safe. Just get a free anti-virus software, and spydocotor.