I don't buy music.
Well, not usually. It's partly because I'm a cheapskate, partly because downloading is easier, and partly because I'd rather not fund the music industry in its current state.
I get to hear a lot of new music through podcasting. Podcasts are audio files, delivered automatically via RSS. Think of them as radio shows that anyone can create, download, and listen to when they want. There are thousands of podcasts on many different subjects, including music.
iRATE Radio is a program which I use to discover, download, and listen to new music. It's a very good example of "machine learning", in that it asks you to rate tracks and discovers your personal music tastes. By doing this, it can give you more of the music that you want to hear.
iRATE, and all the tracks on it, are legally distributed. iRATE harnesses a massive database of free mp3 downloads, most of which you'll never have heard before.