You do not always have to pay for music to legally listen to music as there are free, legal music download websites and free, legal music streaming websites, but you have to be careful the website is legal so look at the terms and conditions before downloading or streaming any music and if you want to use music on say a youtube video, look at the terms and conditions of each song before using because the song owner may not give permission to use song.
bandcamp.com offers many songs for free or you can put the amount you would like to give for song or album.
If it’s a paid service, it’s almost certain to be legal, disregarding scams. Free services for paid content are usually illegal if you don’t buy the content elsewhere (depending on the intellectual property laws of your country). I have kept from making a pronouncement about the morality of torrenting in most situations, and only pronounced on legality in the UK (and US).
The services for music Pandora, Spotify, modern Napster, etc. are legal, as are the services for video Netflix, Hulu, Vudu, etc.
Youtube, if the song is not uploaded by the copyright owner, is in violation of the American law called DMCA, whether it has a video or not. If it’s uploaded by the owner (e.g. the band or label), it is legal. But, it is Google’s (Youtube’s owner) issue to delete songs that break copyright from their site, and to insure compliance with all laws where the Youtube servers are based. This means that you can watch (that is, stream:
not download a replicated copy to disk, to listen to separate from the Youtube streaming service), anything on Youtube until Youtube bans it (even if it was uploaded without a license), without this being illegal, and more importantly, IMO, without it being immoral.
(As a poster above brings up, law and morality
should overlap, but often don’t. Is preaching Christ a crime? It is in Pakistan. Is drinking a crime? It is in the Islamosphere. Is smoking cannabis a crime? It is in most of the West. Is adultery a crime? Not in the West. This is due to the Hobbesian-Machiavellian-Baconian Legacy of modern liberal Western politics. Ancient political theorists such as Plato and Cicero believed that legitimate law derived from nature, and reflected it, not that proper law derived only from the ruler/reason of state/free consent of the governed, and ruled over nature. Truth is meant to be reflected by legislation, not to be established by legislation.)