A small update to the last post, "I, Pirate".
amazon.com (along with others) have started to offer MP3 downloads. No DRM, no hassle. You pay, you download, you own a copy. As simple as pirating the file.
As for free music downloads (such as the Radiohead initiative and the latest Harvey Danger album for example) I will always be drawn to these type of initiatives. It cost less for me (even if I end up paying) and it rewards the artist more. I payed $5 for the Harvey Danger album, which is less that any album I could buy from the "commercial" circuit. And I'm sure it's more than whatever they were making out of an album sale through the regular music channels.