@Dutchess_III For peer-to-peer, I totally ignore anything related to Limewire; it uses the Gnutella network, which is an old, mostly abandoned network that wwas never great in teh first place.
iTunes is better for the limited stock that Apple carries, but if your musical tastes are like mine, you have at best a 50/50 shot at finding what you want there. They are missing most of Stuart Hamm, and I didn’t see a single cut by Marc A. Pullen, the 26:35 cut of sandstorm vs. Blow Your Mind, or the German Techno cover of Rubber Ducky, so iTunes is utterly useless to me. iMesh is not much better, though either may work for those with normal tastes in music.
I use clients based on the eMule network. However, eMule Plus requires a bit of street smarts to avoid infection, and MLDonkey (a multi-network client that can handle eDonkey, BitTorrent, and others) is tricky to configure; it is a two-part thing with a front and a back end, and setting the Sancho GUI up to start the MLdonkey core properly before loading is more of an art than a science.
But regardless of how you get the file onto your computer, you need a way to turn a collection of music files into a CD that can be read by a normal CD player. WMP can do that, iTunes can do it, MP3 CD Doctor (My “quick and dirty” tool of choice) can do it, the Nero and Roxio suites that came with my optical drives can do it… there are plenty of programs that can turn your MP3 and WMA files into an audio CD.