The musical tastes in this thread are healthy indeed.
Me, I don't think I ever bought a single when I was a child. Heck, I never even bought albums until I was 18.
I think my first single I ever bought was that remixed version of "A Little Less Conversation" by Elvis Presley. But I had escaped my teenhood for a while by that time.
Incidentally the first downloaded single I ever bought was "Crazy" by Gnarls Barkley.