Stores
Start with stores that state the format and resolution for the particular release. Examples include the Qobuz download store, Presto Music for classical and jazz, and artist or label pages on Bandcamp. A streaming plan and a file purchase are different products.
Check that the purchase is available in your country, that the selected edition includes the format you want, and that its licence permits your intended use. A higher sample-rate label does not establish different or better mastering.
Keep a backup after downloading. Do not assume a store will retain a download forever or that a purchased file works in every player. For unfamiliar formats, test a permitted sample in your player before buying a large collection.

Playing what you buy
Downloads may be offered as FLAC, ALAC, WAV, AIFF or DSF. MP95 supports these formats for local playback on iPhone, Android and Mac. Download the files before listening offline. DSD is converted to PCM; the output format depends on the device, connection and settings.
Frequently asked questions
Can I download music from Apple Music or Spotify to keep?
Subscription offline downloads are controlled by the service and are not ordinary audio files for MP95. Download-store purchases are a separate transaction with their own terms.