I'm not sure that there are any legal ones - yet. But I have heard that someone is soon going to set up a legal one where you can download any songs for free. In return you are made to sit through lots of online adverts.
While I completely understand why anyone wants to download music for free can I just, speaking as the wife of a professional musician, say that the people who write and play this music rely on royalties from people buying their music to pay for a roof over their heads and feed their children!
Remember not all musicians are mega rich.......