I believe a lot of these hosting sites take the song you upload and decode it, then re-encode it to their format and specs. Not only are thier specs probably lower than most people would like, but the second generation encode/decode stage doesn't help either.
some are better than others. I don't use any of them personally, but From experience listening to other peoples songs, I think I can safely say that myspace is the worst.
There's not too much you can do about it other than finding the one that sounds least bad.