How to erase purchased music off iPhone?

I'm trying to erase all the music off my iphone to save space, and i've got rid of all music apart from the stuff i've purchased off itunes! I can't seem to find a way to move it off my phone, any ideas? 'Purchased' playlist is unticked (as are all other playlists)

Settings > General > Usage

Wait until the storage section loads and then click the 'Music" icon and delete.

Slide from left to right on song and select delete

I can assume you are running iOS 7. If you are you have the option to see your purchased music in your music app, but it is actually not on the device itself. They could be downloaded through iTunes/iCloud. They are just displayed for the sake of letting you know they are there.

You could disable that though. Check the Settings for the Music (& Videos) apps & you'd see the option.