For marathi songs Downloading there are some sites, below is list of sites,
1. cooltoad.com
2. esnips.com - you can get a plenty of stuff over here, mp3's videos, pdfs etc huge collection.

You will get songs for downloading the following artists albums also

1) Sandeep Khare
2) Swapnil Bandodkar
3) Salil Kulkarni
4) Suresh Wadkar

and for online listening go for dhingana.com

dhingana.com is good collection of Marathi songs.

of course Free Download :-)
some of the good marathi songs I like

http://player.pz10.com/api/?song=288193

http://player.pz10.com/api/?song=288192

http://www.planetradiocity.com/radiolounge/index.php

http://www.ideasnext.com/marathimusic/Rutu%20Hirwa-Asha%20Bhosle/Sanj%20Ye%20Gokuli.htm

http://www.rautsoft.com/radio/

http://www.marathiworld.com/websoochi/subcate.php?v=27&v1=176

Enjoy, Keep Adding to this list.