Support your local anything-but-a-record-label. I've done it before with Stephanie Schneiderman's kickstarter and I just did it with the Limousines (wish I'd known about the Dollyrots one). I usually listen to streaming audio stations (hello Digital Gunfire!) but also have quite a collection for my offline use. Fortunately JWZ still puts out his mixtapes, which I pull down from YouTube and convert to MP3 so I have a chance to actually listen and find new music...