I buy music almost exclusively through Amazon now solely because of the DRM nonsense iTunes puts on its files. I have several albums that, when I try to play them on my media computer through iTunes home sharing, gives me the "This album is not authorized to play on this computer. Please deactivate one of your authorized computers to add it to this one." Problem is, that 2 of the authorized computers are in the scrap heap now, and the other ones I still use.
Whatever convenience buying music directly through my iPhone would offer is more than canceled out by this inconvenience. I'll admit that I'm not the kind of music consumer that buys single mp3s though — full album or nothing for me — so I'm biased in that way.