It depends what type of music. Many artists offer flac downloads on their websites or link you to sites like Bandcamp that manage sales for them. More and more are giving the option for lossless formats. The sites listed in the previous post are going to be mostly audiophile type stuff but they are expanding fast. HDtracks has picked up quite a few labels the past year and now have more of a broader range.
16/44 FLAC downloads for new & popular titles
I want to stop buying CDs for new release/popular titles and just buy downloads, but I want lossless 16/44 resolution (FLAC) and not lossy .mp3 that you get from Amazon or iTunes. Are there any online stores that do this beyond the specialty ones like HD Tracks?