There's always the radio
I don't buy the "artists can't afford to live and make music anymore" story. That said I'm advocating the purchase of CD's. Going around and borrowing CDs from friends is nothing new. How many of us did that and made cassette tapes...The allofmp3 site is a pay site though admittedly I confident not a penny goes back to the artist or label. Sucks to be the artist in that case but that's the nature of digital music these days.
My bottom line is when I purchase a song I want full rights to play it where and when I want. I don't use the iTunes store because they further cripple my ability to enjoy the music with their non-standard format. It would great if I could right click the song and convert it to mp3 but last time I checked iTunes (year ago) that option was a non starter. "Simply burn to CD then rip back to mp3" is insane. I was pushed to this extreme because iTunes is such a flaming turd on a PC continuously crashing and locking up the iPod. If an artist misses a paycheck from me you can blame Apple for dat.