How to download music on my iPhone?

NO JAILBREAKING AND NO TUBIDY…

Tubidy is a good site but it only lets me play the song other than download it. What are some good websites. By the way I mean through the iPhone not through the computer or through iTunes

"By the way I mean through the iPhone not through the computer or through iTunes"

By the way, do you know how to copy or save music FROM an iPhone? It occurs to me that hundreds of people have downloaded music directly to their iPhones fully expecting that they'll be able to simply copy from that to a computer as easily as they would with any USB capable media player.

You can't. Honestly, there's no real advantage to downloading directly to your iPod or iPhone, and you stand to lose everything next time you sync or have to restore, or a new generation of iOS requires a complete wiping out of everything you;ve got.