I used to buy songs from an online store ( Flyte by Flipkart.com, which later was shutdown ) and upload it to Ubuntu One ( which too is going to be shutdown ).
The above scenario worked perfectly for me. I could access all my music anytime and from any device but unfortunately looks it didn't work out for the vendors :)
I'm looking into this (again! I used to buy from 7digital but it seems they're no longer in the same business model) after having used Rdio for quite some time, because I just hate not being able to play songs when I most want to because I don't have internet or it's flaky or I'm at another machine.
From a quick research it seemed that Amazon MP3 was DRM-free.. not that I trust them too much or would want to support Amazon, but it seemed the only option with a good catalogue.
AFAIK, iTunes has a larger selection of DRM-free music than Amazon. And if you don't want to use Amazon or iTunes, I was under the impression that essentially all pay by the song / album services are DRM-free, and have been since shortly after iTunes dropped music DRM.
The above scenario worked perfectly for me. I could access all my music anytime and from any device but unfortunately looks it didn't work out for the vendors :)