They still do, Apple's MP3s are DRM-free, and you can download them with the iTunes desktop client. Another super handy way: Amazon.
Amazon's MP3 download store is DRM-free, but also, Amazon has an "Auto-Rip" feature that means often when you buy the physical music CD, they immediately give you the ability to download the MP3s for free. You get the real purchase of physical media, and the convenience of instant access.
If you bought Apple's MP3's when they had DRM, you can't get them without it. (Maybe if you re-purchase it?). At least I can't access DRM free music that I purchased initially with DRM.
Amazon's MP3 download store is DRM-free, but also, Amazon has an "Auto-Rip" feature that means often when you buy the physical music CD, they immediately give you the ability to download the MP3s for free. You get the real purchase of physical media, and the convenience of instant access.