Question: “Should I put my music on LOTS of websites, or just a few?”
Answer: Lots. Here's why:
Millions of people love Rhapsody. They get all of their music at Rhapsody, so if you're not there, and they search for you, they will shrug and listen to something else instead. You might have just forever lost a potential new fan.
Millions of people love last.fm. They get all of their music at last.fm, so if you're not there, and they search for you, same thing. Oh well.
Same with iTunes. Same with eMusic. Same with a dozen different sites.
For me, last year, it was Yahoo Music. I had this amazing little Sansa Connect that was hard-wired to work only with Yahoo Music. I loved this little device and it's where I did all of my listening.
When someone would say, “Hey you should check out Joanna Newsom,” (for example) I'd search for her, and there she was. Cool! I love it. I'm a huge fan now.
But if someone told me to check out an artist, and they weren't found on Yahoo Music, well... hm... I'd mean to check them out, but usually wouldn't get to it, since this little Sansa Connect player was glued to my ears full-time.
Since the moment passed, I forgot their name.
I've met many people who are this same way with Last.fm or Rhapsody or iTunes or MySpace or... whatever. (Alas, Yahoo Music Unlimited is no more, and my Sansa Connect is now worthless.)
Point is : just tell your distributor to do them all. There's no reason not to.
Being un-available on one will not necessarily drive people to leave their favorite music site and go search for you somewhere else. There's a good chance they might just shrug and forget.