Downloading songs on iTunes Legally?

I have been downloading music off of various third-party websites for
quite some time. I just recently got caught, and I don't want it to
happen again. However, there are so many songs that aren't available
on iTunes. How do I get them legally? For example: I want to buy "The
Thrill" by Wiz Khalifa, but it's not on iTunes and I don't know how to
get it unless it's from an illegal third-party website...What can I do
to get the songs I want?!