Largest selection would probably be iTunes music store, which definitely integrates well with iTunes.

Amazon has really gotten into the music downloads lately. Since they are selling DRM-free mp3's, they will work in iTunes.
The other major service with a large selection is Rhapsody, which does not integrate well with iTunes and is not available on a Mac.
If you're looking for services with large selections of lossless recordings, I recommend physical CDs. Places like MusicGiants have lots of lossless (again, Windows only), but it costs at least as much as the CD, sometimes more.