Retail websites are selling music in a format that doesn't support embedded tags, and they are not including them??? Remind me to avoid those sites. They would have to be WAV files and why somebody would want to distribute that format given the cost of bandwidth is beyond me.
If you are having to do this on a regular basis look on the Dougscripts web site. There is one called "label tracks" which lets you assign a set of metadata from a text file to a list of tracks. It requires specific formatting and it is possible to customize the script to your own needs but it has to be done through AppleScript Editor. Still, if you are doing this routinely or for large quantities of files it may be worth a small learning curve. I have used it periodically and when set up properly it will assign 5 tags to 500 files in ten seconds.