Two reasons "buying" music from Amazon is worse than buying a CD: you are required to identify yourself, and you don't even own it once you "buy" it.
It is the same for Spotify. Out, out damned Spotify!
iTunes does this too.
Blume.fm openly admits that users pay to "borrow" a recording; they can never get their own copies through this disservice.
In addition, iTunes requires users to run software which isn't free/libre" to access it; this software does not respect your freedom. The iTunes software talks to the iTunes store via a secret protocol that is deliberately obfuscated. Jon Johansen figured out the protocol around 2005-2006 and wrote free software to do the job, but Apple kept changing the protocol to break the free client, and eventually the project was abandoned.
Merely being "as good as" a CD is not good enough, because copyright law is too restrictive by itself. Everyone should be free to share copies of published music — where sharing means noncommercial redistribiution of exact copies. And remix (making a totally new work using parts of various works) should be legal. We need to fight for these freedoms; in the mean time, we must reject these attempts by music sellers to change things for the worse.
Copyright (c) 2012 Richard Stallman Verbatim copying and redistribution of this entire page are permitted provided this notice is preserved.