For CDs, Amazon, ebay, or discogs. Digital music I usually get from the artist’s webstore if possible, otherwise I’ll buy it from Amazon or BandCamp.
One heads up, Buying and downloading digital music from Amazon is a pain in the butt if you have an Amazon Music subscription. Easy and straightforward though without.
Apple music is also possible but you have to burn the tracks to CD using itunes to move it out of Apple’s ecosystem.
I also hear good things about Tidal but I’ve never used them.
Nowadays, Apple is only really big for digital music if you are (or were) already really deep in their ecosystem. Not sure I’ve heard of any devices that play nice with their DRM in a while and last I had looked (admittedly many years ago) they did not have a compatible app for Android.
Apple music was bigger back 15 or 20 years ago for digital downloads due in large part to the iPod, though I occasionally hear of some odd band or another that only releases their stuff on iTunes.
And since this is a linux community, as a heads up, iTunes is only marginally functional, last I heard, in linux. Apparently it can’t detect connected devices. You’ll probably need a Windows or Mac system to run iTunes if you want to go that route.