Digital self-distribution

Does anyone have any experience with offering paid-for downloads of music on their own website (rather than iTunes, emusic, Bleep, etc.)? How did you do it?

this isn't answering the question, but one of my friends is doing a thing with his band where they offer a free download of a new song every month along with a "donate what you feel like" paypal link. apparently it's working out better than you'd think.