I use Limewire to download, but I don't care for it too much. I have dial-up, so that doesn't help.
When I workout, I like to listen to:
Pantera
Anthrax
Metallica
Megadeth
Slayer
Fear Factory
Meshuggah
Strapping Young Lad
Obituary
Damageplan
Machine Head
In Flames
Soilwork
The Haunted
Mastodon...