Windows Media Player has three music buying services built in

Well, first, in my experience WMP really sucks. I have issues with iTunes, but it doesn't suck.

But that's beside the point. I'll admit that I have not seen the services you refer to, but to me the reason that the iTunes store is so cool is it's interface. I don't have to sign up for anything in order to be able to browse and even listen to snippets. I don't have to do a thing beyond install iTunes 4. And the interface to the store is almost exactly the same as the interface to your local music.

It most closely resembles the experience to be had of going to a real music shop of any online purchasing I've ever seen. It's easy(-ish; I still hate genre splits) to browse, importantly.