There are many sites offering CD-quality lossless music including classical. Have a look at:
http://www.musicgiants.com/
http://www.arkivmusic.com/classical/main.jsp
http://www.magnatune.com/
http://www.thephiladelphiaorchestra.com/default.asp

I'm sure there are many more. Some of these sites are also beginning to offer content in better than CD quality with higher sample rates and word sizes as well as more channels. Some of these sites, however, enforce DRM on their downloads that binds the downloaded content to a PC. I have no idea when the hi-end industry will provide the devices (e.g. networked D/A converters) that allow easy enjoyment of such protected content.

I have downloaded from some of the above sites. The sound has been excellent.

Ironically however I have burned the files to CD to listen to them.