The others have responded with the merits of BitTorrent, so I'll just say "ditto" and say that the best BitTorrent client I've used is Personal Torrent Collector. Haven't tried that Sharezaa yet, but that doesn't look bad either.

Music can be found on BitTorrent, but like all other BitTorrent downloads, it requires that someone out there has created a "torrent" file to start things off. You can find recent torrents at http://www.suprnova.org/ which tends to bounce up and down a lot, but seems to be pretty stable the last month or so.