Another source for downloads not yet mentioned is eMusic.com

I was an eMusic member for about a year, a couple of years ago.   They had SOME of the bands I was looking for - maybe 10-20% - but not most of them.    I'll take another look at them incase they've gotten better.

Celtic - you mean Welsh, Manx, Breton, Catalan?
Yes, as long as the music has significant Celtic traditional influences even if they play modern songs, genres instruments. If they play it on Celtic Sojourn, Thistle and Shamrock, or other such shows it's Celtic enough for me.

Another possibility for you is to buy used CDs
I have mixed feelings about used CD's because the artist doesn't make any money from my purchase.   If the artist isn't going to make money anyway I might as well just stream-capture it for free.