I thought Audiogalaxy went the way of Napster (without the rebirth). As far as I know, Usenet is the only want to get music for free without RIAA tapping you on the shoulder, particularly if your provider doesn't keep logs (yes it is illegal). I highly recommend Easynews.
I rarely download music, however. There's just not that much decent music out there. I mainly use it for downloading episodes of TV shows I missed. Who needs TiVo when some nice person captures, encodes and posts your favorite TV shows to usenet each week? Just download, burn and pop it in my SVCD-ready DVD player.