downloading music worth listening to on a computer


It seems to me that every recording I've heard downloaded to a flashdrive or DVD on a computer sounds fairly hideous. The playback is harsh, brittle, compressed and caustic. To be sure, the standard computer recording processor in a conventional computer is designed for conversation and audio purity was never a design factor, but this is the direction that the industry seems to be traveling to. So my question is this...
How can I download quality music on my laptop computer?

Are there chips available that can be installed or outboard devices that can be utilized to accomplish this purpose, and what format (dics, flashdrive, etc.) is preferred?
Your input and suggestions are appreciated.
morbius2130aol
To be fair, iTunes library from Macbook Pro through Dragonfly Jitterbug to good Pangea USB cable to Grand Pre X-1 onboard DAC is more than tolerable. Not equal to FM tuner, but has its merit when Grand Pre tube buffer is active. Now toying with Tidal for downloads and wireless streaming radio through Cambridge 851N network player. Which can't quite match analog FM in the subtleties. Still, best digital yet for me. Soon to try Cambridge CD player through X-1 vs. 851N DACs). 
Compressed audio, and highly compressed audio in particular, sounds awful.  However, uncompressed audio, or lossless for that matter, can sound as good or better than any CD.  Provided the right software and hardware is used that is.  
+1 austinstereo. Download lossless file, use quality playback software, exit computer to outboard DAC. Limitation becomes downstream components (to a point). 
Post removed