But... as far as I know, individual songs still cost the same whether you get them from iTunes or Amazon. I suppose there is that special thing Amazon does with bestselling songs.
Not at all. Ever since the beginning Amazon's had a slightly varying structure (sometimes 89 cents, sometimes for longer tracks over 99 cents rather than 'album only' -- I've seen tracks cost $3.60), and albums very often cost $1 less than iTunes. Multi-CD sets almost always are a much better deal on Amazon as well.
Plus, it's DRM-free Mp3 (i.e., universal format), in better quality.
Granted, price wise eMusic and a couple other places kills either.