I use — and quite like — AllofMP3.com. While it’s good that they don’t require special software to download the songs, clicking and saving each link on a page is a pain.
If you save the download page basket.html, you’ll be able to run the following one-liner to get all the files from it:
tr ' ' '
Update: Well, as you can see, the above code is all munged, but it’s moot since allofmp3 is basically dead and gone. If the service still works, one of the wget tricks in the comments will work as expected.