iTunes IS the external downloader program. I prefer Amazon because the MP3 you download is free to be used on any MP3 player or computer. iTunes tries to take over all the music management on our computer and the tunes can only be heard through an apple product. (iTunes on your computer or an iPod, etc...)
3G iPod nano (8 GB teal blue case)
4G iPod nano (16 GB blue case)
4G iPod touch (32 GB)
My music management is done mainly through iTunes. As such, it's a bit of a minor hassle downloading music from the Amazon MP3 Download store unless iTunes is already running.