I have used CloudMade OSM extracts but had some problems with them. For example, Norway was clipped too tightly, causing some roads on the west coast to disappear.
I now prefer the overpass API.
Put something like this into the query form at http://www.overpass-api.de/query_form.html
Put the bounds of the area you want, in degrees, in the s, n, w and e attributes of the element.