I'm always wary as a buyer of giving all my details, home address, card and all to be kept by the site and then accessed by just a password. I never do it.
Some sites offer a one-off purchase requiring all the details which to me seems more secure so that's what I do. So I never use Amazon and won't use CDbaby as they demand you set up an account. Pity as I recently saw Rachel Davis and would have liked her CD.