"Whoa, whoa, slow your roll... when I said I wanted to support the artists, I was talking about ensuring they receive a fraction of a penny! Ain't nobody got $15 to throw around for an album!"
The way I see it, we all should pirate music and buy as directly as possible from the bands/artists we want to support.
I shelled out quite some money for musicians whose music pirated when I was a teenager. Ethically it may not be 100% sound, but if I apply the golden rule ("Treat others the way you want to be treated") it is totally the way to go for me.