My wife bought me an ipod. the loading system is a pain.

I'm extremely confused by that comment. I just plug in my iPod and the music from my computer is loaded automatically.

is mp3 any easier?

That question doesn't make any sense in this context. iPods support MP3 files, and they also get loaded onto my iPod automatically.

It occurs to me that when you write "loading," perhaps you mean loading songs from CDs into iTunes? If so, then I'd say it's easier to buy the songs from iTunes, but harder to buy the songs from Amazon. But I don't want to buy songs I already own, so I just load CDs as I want to listen to them. (You don't need to load your entire CD library into iTunes at once.)