Tons has been written on this topic since Steve Jobs decried the imposition of DRM on digitally-distributed media. He’s broadly right, of course.
My personal solution is currently to use iTunes to buy individual tracks and my local shop, FOPP, to buy albums (oooh – are you still allowed to call them that?). FOPP sell CDs typically for about GBP9 (for the sort of music I buy, which is not generally dernier cri), which is only a quid more than iTunes and I’m then free to do what I like with the music and not have to worry about whether I’ve hit my 5 copies limit.
And no, I don’t share music with others. You just sometimes want to make a CD for, say, holiday hire-car purposes, or ‘going fishing’ (i.e. driving there) or whatever.