You can download music to the Clip+ from whatever source you have, including free music sites. The Clip+ will accept unprotected music as well as DRM’ed music. You can download directly to the Clip+ if it is connected to your computer, or first to your computer and then to the Clip+ (I think most people do it the second way, so that they have a copy of the music on their computer, in case something goes wrong with the music on the Clip).
Accessories: that’s easy, there are none yet. The Clip+ has a built in clip, and so can be clipped to your shirt, your pants pocket, your dog’s collar, etc. You also can purchase a generic velcro armband and clip it to that. A few companies made cases for the original Clip (one silicone, one leather, one neoprene rubber) and I think it likely that someone will do so for the Clip+ in the next few months (the Clip+ only recently came out). Generic-y AC chargers (plus from the likes of Belkin, Griffin, DLO, Macally, etc.) can be used with the Clip+, available all over, as long as they are 5V (the norm for AC USB chargers); likewise, generic car chargers are readily available. Finally, you can use a patch cable (available all over) to go from the headphone jack of the Clip+ to the input jack of speakers.
The newest Shuffle is great if you want the smallest of players (it’s the size of many headphone in-line volume controls) and don’t care about a display, fm radio, recording ability, or memory expandability (all of which the Clip+ has). The Clip+ also will let you use a Rhapsody “all-you-can-eat” music subsciption, and Audible audiobooks. For me, the Clip+ is a nice cross of small and usability (more so than the Shuffle–I want a screen for navigation and informational purposes). And no special software is needed for the Clip±-you simply can drag and drop music to it. (By the way, it also is less expensive than the Shuffle, for more memory.)
