I hate it when new little bands only have a myspace page with a couple non-downloadable tracks. I want them to have a real web page from which I can download their two or three tracks as mp3s, so that I can put the tracks in playlists and remember who they are five months from now when they may eventually be releasing an album.
p.s. dear bands: take a night off from beering and spend $30 to set up a real site. have someone go grab an account for you at nearlyfreespeech.net, where you can get domain names and feature-complete pay-as-you-go hosting. have them throw Wordpress or Chyrp on your new site, or even use a Blogger account. Post your songs, and the occasional narcissistic photo of yourself looking impossibly hip. If you bother to do it yourself, this can even turn into your post-music-dreams career (see: 25% of the web designer-developers who think they're hot shit).