My favorite is cbfmobile.com (cardboard fish... whatever?). You select the tone you want, and then its simply a matter of connecting to the wap via your phone and getting the tone, no extra costs, just the price of connecting to the wap.
Unless of course if you mean to download to transfer via cable of some sort. If so then you usually just have to download midis of whatever you want, search on google for
"whatever you want a tone of" midi
(including "s) and you should find something you want.