I have had a membership to BMG for several years, now. I haven't bought one of their CD's for at least 2 years, because their selection is kinda limited. Unless you like Top 40 crap, then you'll be in heaven.
That said, they do have good deals come out for their members a few times a year, though, such as Buy One Get 3 Free. you can average something like $6.50 per CD after shipping with those kinds of deals.
If you are really considering getting in on BMG or Columbia House, go through their starte catalogue and only pick CD's you *actually* want. If you can't find CD's you actually want, don't join.
BTW, those DVD clubs ****, no matter what: expensive and never have any good deals.