Winamp has a
plugin to be able to play CD+G songs for winamp.... not quite sure if they must be ripped first or can be read directly from the CDs...
What I do is to rip the songs first from the CD+G discs with
audiograbber (which has an option to rip the songs and their screen data to separate files (MP3 + CDG files)) and then play the MP3 file with winamp.
It works perfectly with me.
As for the sites... I don't know any free website... but
torrents might help a little bit
/ 
