Have I posted about the
Live Music Archive lately? (Or ever?) It's one of my favourite internet places. They collect concert recordings, and it's all absolutely legal because all the bands have explicitly allowed for their shows to be recorded and distributed on their site.
The easiest way to download songs is to take the mp3s, if offered. The best quality mp3s will be labelled VBR. If you want the best quality sound, get the big flac (or shn files, which I don't like) and there's a number of tutorials for how to use and convert them. On LMA, some artists have only lossy (ie, mp3) audio, some have only lossless (ie, flac) audio, but most of the newer uploads have both. And if there is mp3, there's a flash player built right in to each concert page.
Anyhow, you should check out some of the following artists. Note that only recently commented on shows will show up on the front page, so follow the "Browse by date" links.
Andrew Bird:
http://www.archive.org/details/AndrewBirdEclectic violin folk something.
Glen Phillips:
http://www.archive.org/details/GlenPhillipsFolk rock.
Jack Johnson:
http://www.archive.org/details/JackJohnsonMellow coffee shop music, in the best sense.
Jason Mraz:
http://www.archive.org/details/JasonMrazPop rock with vocal trimmings. A fair bit of improvisation, and I prefer him live.
Moxy Fruvous:
http://www.archive.org/details/MoxyFruvousPerfect mix of hilarity and talent. Download it all.
This is actually a small subset of what I've grabbed from the LMA, but very good examples. One of these days I'll put up a post about my even more favourite concert site.