Since I'm on dial-up, previewing a song or video just would not work for me. The buffering involved would be a nightmare.
It takes me an average of about 30 minutes to download a song, and since 3 to 5 hours to download a music video just doesn't work for me, I just buy it if it's on DVD. If fact, I just bought 50 metal videos...and it only took a few minutes.