Well, I do, but rarely. With my old catalog of CDs on my iPhone and having both Last.fm and Soundcloud there too, I'm pretty much done paying money for music. It's only when something really special comes along that I'll drop the cash on a CD or a collection of mp3s, and usually that's done at Bleep.com. I think the last physical CD I bought was purchased at Tower Records.
As far as I can tell, sometime next week Last.fm will be available on the Xbox, which is of course connected to my media receiver. The new music distro models are coming along nicely and it appears they are almost always streaming music. It feels odd to say this, but even iTunes is starting to feel like an anachronism these days.