How does Rhapsody work? Is it worth it?

I'm looking into getting Rhapsody because itunes is too expensive. It's $9.99 a month right? Is it worth it? And you can get unlimited songs right? And i've heard that once you cancel your subscription, then songs don't work anymore. If i burned the songs to a CD and kept using it after I canceled a subscription, would that still work? Thanks! (: