Having spent 10 years in the music industry as an artist, I can tell you this...
Artists don't make much money from record sales, record companies do.
Record companies HATED cd's. They hate mp3's even more. All the power they once had is slowly eroding away, yet some of them still pump millions into promoting garbage to the masses.
Some large companies still do to a large extent control what people hear, and listen to the **** they try and pump into your head, its total garbage. I agree with a previous poster, I just listen to indie stuff mostly these days.
Previous to my time in the industry, I always bought cd's from artists I wanted to support, but little did I know those artists saw pennies from my purchases, if they were lucky.
At one point my "band" had cd's, t shirts, music videos, posters, the works.
What did I get? I got to live on a tour bus for years traveling all over the country doing concerts for next to nothing,while a record company was selling that stuff and making excuses for where all the money went. At the end of the contracts I quit, I barely ever saw a dime from all that.
Is my story unique? No way. I know hundreds of stories just like mine.
So don't for a second think your stealing from an "artist" if you download mp3's... Your stealing from the dirtballs ripping off that artist, period.
If you want to support an artist, buy stuff from their website, or from artists who sell their own mp3's or cds.