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Farhad is right (and wrong) about the CD workaround; YES you could lose quality/pick up artifacts, but NO, you won't notice them unless you're listening on High-Fidelity headphones, (and NO, most people who care enough to buy those phones aren't going to listen to MP3's). YES, it is a pain to use this workaround, but NO, it doesn't negate the point that iTunes songs CAN be used on non-apple devices.
My personal view is that, at this point, it is usually cheaper and more secure over the long run to just buy the CD. First, with the popularity of online music, CD's can be had for cheaper, especially if you use BMG or such. Contrary to the old pain-in-the-ass process of having to snail mail your feature decline every month, now you can do it online in seconds. You pay less, get better offers, and can generally find a good selection.