People will mostly download songs from YouTube (there are lots of programs to do that, it's up to you to choose) but I really recommend buying songs from official sites and ask directly to the artist for permission.
You can also try the Featured Artist listing here https://osu.ppy.sh/beatmaps/artists with the benefits of proper audio quality and pre-timed osz if that floats your boat
You can always use a Youtube to MP3 site if you are looking for something very specific. Please just remember to credit all of your sources that is outlined in the Ranking Criteria.