There are many Peer-to-Peer programs out now-a-days but some you have to be aware off due to viruses. I have given my opinions below as well as a score out of 10.
KaZaA - You will find very dodgy and I wouldn't recommend downloading anything that ends .exe or has (1) in the filename. As for MP3s well it's fine for that but KaZaA has gone down hill recently and I don't think you can download it anymore. (6/10)
Xolox - A new P2P which I have tried out. It's available from here to download and I found it to have excellent results, and it's quite clean aswell, recommended! (9/10)
WinMX - I haven't used in years, the results aren't too good and the program is quite tricky to get to grips with at first. (4/10)
Shareaza - I would say this program is very bandwidth hungry and not for dialup users, it has great results and alot of features and uses more than 1 network. (8/10)