One thing that's bothered me lately is, very briefly, I was using iTunes on the iPod and enjoying direct download and library inclusion. Very slick! But with limited access to the prepaid cards for the US store, I switched to Amazon and eMusic for my online music purchasing... which means I am unable to purchase online songs via iPod as it only supports that feature through iTunes.
Yeah, essentially it just means I'm stuck doing what everyone has done since the origin of the mp3 player species: download on PC, sync to portable player. But with the advent of Android phones being willing to shlurp online files to their local storage, Apple's self- and RIAA-protectionist policies have come into sharper relief.
Oh, and the recent, nearly abortive launch of Ping is telling as well: it only tracks music purchased through the iTunes Music Store. Lame.