I download tons of free music, most of which is given away by the artists in an effort to promote, but when it comes to artists that I love I go out of my way to support them. Sometimes I do that through attending a show, but most often its by buying their music. A lot of times that's through Amazon's MP3 store, although every now and again you can get the physical CDs for less than the download for some older albums. I also like to support my local music shop and you should too. There's nothing wrong with helping a local business keep the lights on if he or she is running a cool establishment. The following is an excerpt from an NPR article and their show All Things Considered on the best way to get the highest percentage of your consumer dollar to the artist you support.