Yahoo service is nice, their radio is great. Their software is pretty janky tho. I personally prefer Urge. They both use the same provider of music, so you get all the same music. Urge is built into WMP 11 tho, so its performance is pretty decent.
Currently I've got subs to both. total cost like 15$/m i think. Its a drop in the bucket, when i've downloaded 80+ albums off it. And i'm sure i'll download alot more.
the drm part is a mixed-bag, currently there's ways to remove the drm, but this wasn't so til just recently. and personally although its better for me to be able to do this, it completely destroys their business model. and I understand their wants to drm the music.
cool part is (perhaps since microsoft is backing it) car radio receivers now are shipping that support connecting DRM capable devices(Playsforsure) to. Perhaps only a matter of time til we see receivers that support it. Perhaps there are already some. I've never looked.
*edit* am i right MC uses wmplayer as the backend for playing music? would it at all be possible to integrate Urge into the player? I'd give ya another 40$ just for that