Here's what you do: make a list of all your favorite artists you want to download on your phone. Then,
check to see if they have their own website, and buy from it. Amazon, iTunes, and Google all take a percentage, and if you want to help the band out, buy direct. Plus, it's usually cheaper.
Once you download them to your PC (they're usually in mp3 format by default), plug your USB into the computer. Your device should come up as a storage drive (usually E: if you don't have additional drives). Copy the songs and you're done.
I'll now take two seconds to plug Lindsey Stirling.