Music Business 101
I don't know a lot about the music business, but this seemed like a pretty succinct article on how best to support your favorite "indie" artist when buying their music, from Claudia Schmidt's website:
It's interesting, because something similar should apply for books. The best return for authors is when they sell their own books at an author event, because they buy the books at a discounted rate from the publisher, and any markup goes directly to them. It's also a good deal for you, because you can get the book signed, which makes it more valuable. Major book stores and retailers get a ridiculous discount when they buy books in bulk, then a small chunk of that discounted price actually goes to the author.
This is a really good idea.