For me, it was all about IRC XDCC channels. While everyone else was downloading songs I was grabbing whole albums via IRC downloads. They had everything too, music, movies, all kinda shit. Limewire and the like were good for singles that wasn't on the albums and shit, like the remix to Steady B's "Serious" with KRS ONE on it or E-Rule's joint "Listen Up" and especially House and Techno singles (I have an mp3 of Cajmere's "Coffee Pot (Time For the Percolator)" dated 2001).
Bittorrent was the ultimate tho. Grabbing artists whole discography at once via torrents was a game changer.