Most of the time its not legal. There's usually a few exceptions like when the band offers it on their official website for free or "You choose the amounnt" download. But usually the only way to download music for free is illegally or if say ITUNES is having some sort of promotion..
Unfortunately, most legal music will require money. However, iTunes does have a free download every week. Also, check out which is an independent studio that offers free downloads from artists.
