Your ISP usually has a free newsgroup (NG) service. But keep in mind they really don't provide a great service or support because they aren't that popular and doesn't bring in the big bucks as much as the internet service they are providing you.
So where do you get a great provider? Look for unlimited news hosting like http://www.newsrazor.net/, http://www.giganews.com/ just to name a few. My current recommendation is http://www.newshosting.com/, they offer an unlimited download amount for $14.95 a month.
You are probably saying... 'Hey that's not free!' And you are right... but this one monthly payment is all that you need for a world of downloads. Sure you could pay Napster 9.95 a month for free music, but that's all you get, music.
With NG you'll get music, movies, programs the list is endless. So think of it as for the price of a newsgroup provider you'll get everything else for free. Also, if you are paying monthly for an 'adult' site... cancel it. NG has a rediculous amount of adult movies you'll never have enough time to watch it all.
If you are still not convinced, just give any of these newsgroups a try for one month. I'm sure you'll see how that $14.95 is such a bargain for the amount of downloads you'll have access to.