[Note]: I am not condoning the illegal download of music, or anything. Although I have partook in that pastime before, I am currently a member of several legal sites, and I enjoy the physical trading of CD's (of which I'm not sure of the legality).
Sites I know about that you can download entire albums. These are not for individual tracks. They also use third-party websites as hosts, such as RapidShare and MegaUpload. If you don't know how to work these (or .rar files) don't bother, I'm not explaining it here. Also I'm only listing the few I know off the top of my head. There are literally thousands, and I'm not spending hours researching them all for you. Here are just a few that I know are good.
- Bunalti - This is my favorite download site, made up of almost all metal and rock bands (with a few oddities mixed in). It is hosted in Turkey (hence the name, it means "our pain" for whatever reason), and thus it is hard to read some of the posts, but most of them have English translations. Its structured like a forum would be, but it also has a handy search engine, which works pretty well, but sometimes has a problem with the order of its results. For example if I wanted to search for "Iron Savior" it would first come up with the works of Iron Maiden (understandable), but then it would have 10 bands that have an album with the name "Savior" in the title, before letting you see the page you want. There needs to be a way to limit your search to artists or albums. Also it is nearly impossible to find compilation albums by several artists (such as a Tribute album, or a soundtrack). But I still used this site more then any other.
- Musire - For anyone who used AlbumBase before it went belly up, this is pretty much the same. It is a simple search engine for download files. Search by album or artist. The biggest problem is that it has alot of dead links, or links that lead to password-protected files, with no way to learn the password. Not bad but not great.
- Filez - A RapidShare-only search engine. Very easy to use, but also very hard to find what you're looking for. It searches all RapidShare, including video or text files (and alot of porn). Also they are organised by file name, not band or album name. So if you are looking for Judas Priest, you might need to search Judas_Priest, or JudasPriest. A last call search engine.
- AlbumWash Forum - Just a straight-forward forum dedicated to posting links for music. It hosts all genres and types. There just isn't a way search so you are left to either wait for something good to be posted or scrounge every page looking.