One of the sites I link to below is CD Baby. It is an online music retailer of music you really won't find too many other places. For instance, I bought CDs by Oka Road, Solid State, Blue Root, The Big Creak, Seeking Homer and Scream Sophie at CD Baby. Have you heard of any of them?
Basically, CD Baby concentrates on non-major label acts of all sorts. They get new CDs every day from all types of artists -- Jazz, Gospel, Roots Rock, Metal, Classical, Alternative, etc. The prices are pretty good, especially in comparison to Tower Records or similar. The shipping is very fast and not too expensive and the customer service is top notch. Plus, they have extended samples of 2 minutes each for anywhere between 4 songs to each song on the CD (Amazon, Tower, CD Now and others have 30-second samples). Check them out.