Be sure to look at the downloads section, you can find albums there that are not available on CD or vinyl.
Check out the audio previews too. You can listen to each album before you buy!
Downloads are also included with CDs and Vinyl and are offered in 3 formats. Here's a quick explanation:
128kb/s mp3 - This is a standard .mp3 and the best choice for most people. Low file size and reasonable quality, very few listeners will detect quality loss.
320kb/s mp3 - This is CD quality .mp3 The file size is higher and the quality is higher. Many DJs use this as their standard quality.
.flac - is a lossless compression format, that is popular with audiofiles and archivists. iTunes does not currently support .flac files, but many other programs and devices do. These files are the same as the original masters. (24bit when available higher than CD quality!) Much larger in size than .mp3s but much smaller than .wav files!
The Hellblinki albums that are seamless, the songs being linked together through samples, found sound, and noise experiments, include the entire album as a single file, as well as the individual songs.