I actually don't know tons about the iTunes music purchase stuff, too bad it didn't have the songs you were interested in, I know it didn't have some of the songs I was looking for too. The only way I know of to get the songs us wierdos listen to is still via the illegal methods, KaZaA and the like... millions of songs still floating around for free.

As for backups, yeah, you'd keep a copy on your desktop machine and another copy in your MP3/iPod player.